+155.0%
JPM vs S
-51.7%
+206.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.5% | +2.0% | +1.5% | +3.3% |
| 30D | +3.3% | -2.7% | +6.0% | +3.3% |
| 3M | -4.2% | -6.9% | +2.7% | -4.1% |
| 6M | +16.4% | +38.1% | -21.7% | +12.6% |
| YTD | +9.5% | +48.0% | -38.5% | +4.9% |
| 1Y | +14.0% | +34.5% | -20.4% | +9.9% |
| 3Y | +153.1% | +38.3% | +114.8% | +141.1% |
| 5Y | +134.9% | -70.9% | +205.8% | +124.8% |
| All | +155.0% | -51.7% | +206.7% | +151.6% |
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