+19.9%
JPM vs S
+10.1%
+9.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -2.3% | -11.8% | +9.5% | -1.8% |
| 3M | +14.9% | +33.9% | -19.1% | +13.2% |
| 6M | +23.6% | +40.1% | -16.5% | +20.4% |
| YTD | +11.3% | +32.1% | -20.8% | +8.5% |
| 1Y | +19.9% | +11.0% | +8.8% | +18.5% |
| All | +19.9% | +10.1% | +9.8% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling