+1,797.9%
STX vs JAAA
+29.4%
+1,768.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.9% |
| 7D | -2.3% | +0.1% | -2.3% | -2.4% |
| 30D | -5.5% | +0.5% | -6.0% | -6.7% |
| 3M | -4.3% | +1.3% | -5.6% | -7.3% |
| 6M | +115.6% | +2.8% | +112.8% | +101.4% |
| YTD | +202.2% | +3.3% | +198.9% | +179.5% |
| 1Y | +325.3% | +4.9% | +320.4% | +279.6% |
| 3Y | +1,283.9% | +19.0% | +1,264.9% | +978.8% |
| 5Y | +1,048.3% | +26.9% | +1,021.4% | +746.2% |
| All | +1,797.9% | +29.4% | +1,768.5% | +1,209.3% |
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