+1,841.5%
STX vs JAAA
+29.3%
+1,812.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.2% |
| 7D | +2.4% | +0.2% | +2.2% | +1.9% |
| 30D | +1.4% | +0.5% | +0.9% | +0.1% |
| 3M | -8.2% | +1.3% | -9.5% | -11.1% |
| 6M | +127.0% | +2.7% | +124.4% | +112.7% |
| YTD | +209.1% | +3.2% | +206.0% | +186.5% |
| 1Y | +365.4% | +4.9% | +360.5% | +315.6% |
| 3Y | +1,135.4% | +19.0% | +1,116.4% | +864.0% |
| 5Y | +991.5% | +26.8% | +964.7% | +705.9% |
| All | +1,841.5% | +29.3% | +1,812.3% | +1,242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling