+259.1%
STT vs JAAA
+29.4%
+229.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | +1.7% | +0.5% | +1.2% | +0.6% |
| 3M | +17.9% | +1.3% | +16.6% | +14.8% |
| 6M | +55.3% | +2.8% | +52.5% | +46.4% |
| YTD | +52.7% | +3.3% | +49.4% | +42.6% |
| 1Y | +75.7% | +4.9% | +70.7% | +58.8% |
| 3Y | +197.9% | +19.0% | +178.9% | +136.0% |
| 5Y | +158.8% | +26.9% | +131.9% | +89.6% |
| All | +259.1% | +29.4% | +229.7% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling