+1.4%
SUI vs JAAA
+30.2%
-28.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +6.2% | +0.2% | +6.1% | +6.0% |
| 30D | +8.6% | +0.4% | +8.2% | +8.1% |
| 3M | +1.0% | +1.2% | -0.2% | -0.3% |
| 6M | -2.6% | +2.3% | -4.9% | -5.0% |
| YTD | -0.1% | +3.9% | -4.0% | -4.1% |
| 1Y | +0.5% | +4.8% | -4.4% | -4.4% |
| 3Y | +15.3% | +18.5% | -3.3% | +0.4% |
| 5Y | -26.1% | +27.5% | -53.6% | -38.9% |
| All | +1.4% | +30.2% | -28.8% | -19.4% |
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