+155.8%
STT vs JAAA
+26.7%
+129.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | +2.8% | +0.5% | +2.3% | +1.7% |
| 3M | +18.1% | +1.2% | +16.9% | +14.8% |
| 6M | +59.2% | +2.7% | +56.5% | +49.8% |
| YTD | +51.5% | +3.2% | +48.3% | +41.1% |
| 1Y | +75.7% | +4.8% | +70.9% | +58.2% |
| 3Y | +200.8% | +19.0% | +181.8% | +136.3% |
| 5Y | +155.8% | +26.8% | +129.0% | +86.8% |
| All | +155.8% | +26.7% | +129.1% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling