+159.9%
JPM vs S
-57.7%
+217.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -1.4% | -12.6% | +11.1% | -0.5% |
| 3M | +13.9% | +27.6% | -13.6% | +11.4% |
| 6M | +23.5% | +35.5% | -11.9% | +19.7% |
| YTD | +11.6% | +29.6% | -18.0% | +8.4% |
| 1Y | +21.4% | +8.1% | +13.2% | +19.4% |
| 3Y | +163.4% | +14.8% | +148.7% | +155.1% |
| 5Y | +152.5% | -70.6% | +223.1% | +146.7% |
| All | +159.9% | -57.7% | +217.7% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling