+125.0%
SU vs JAAA
+19.0%
+106.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | +8.4% | +0.5% | +7.9% | +6.2% |
| 3M | +12.1% | +1.3% | +10.8% | +6.7% |
| 6M | +19.7% | +2.8% | +16.9% | +7.4% |
| YTD | +58.4% | +3.3% | +55.2% | +39.4% |
| 1Y | +67.2% | +4.9% | +62.3% | +37.7% |
| 3Y | +125.0% | +19.0% | +106.1% | +21.7% |
| All | +125.0% | +19.0% | +106.0% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling