+159.1%
JPM vs S
-56.9%
+216.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -2.3% | -11.8% | +9.5% | -1.5% |
| 3M | +14.9% | +33.9% | -19.1% | +11.9% |
| 6M | +23.6% | +40.1% | -16.5% | +19.5% |
| YTD | +11.3% | +32.1% | -20.8% | +7.9% |
| 1Y | +19.9% | +11.0% | +8.8% | +17.7% |
| 3Y | +162.6% | +16.9% | +145.6% | +153.8% |
| 5Y | +154.6% | -68.9% | +223.5% | +148.6% |
| All | +159.1% | -56.9% | +216.0% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling