+1,077.4%
STX vs JAAA
+26.7%
+1,050.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | +9.6% | +0.1% | +9.5% | +9.3% |
| 30D | +10.6% | +0.5% | +10.2% | +9.2% |
| 3M | +4.8% | +1.2% | +3.5% | +1.2% |
| 6M | +137.3% | +2.7% | +134.5% | +120.1% |
| YTD | +222.5% | +3.2% | +219.3% | +195.9% |
| 1Y | +366.2% | +4.8% | +361.4% | +311.6% |
| 3Y | +1,352.9% | +19.0% | +1,333.9% | +987.4% |
| 5Y | +1,077.4% | +26.8% | +1,050.7% | +760.8% |
| All | +1,077.4% | +26.7% | +1,050.7% | +760.8% |
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