+162.8%
JPM vs S
-56.8%
+219.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | -7.7% | +8.0% | +0.9% |
| 30D | -0.2% | -5.3% | +5.2% | +0.1% |
| 3M | +15.9% | +20.3% | -4.4% | +13.8% |
| 6M | +20.9% | +47.4% | -26.4% | +16.4% |
| YTD | +12.9% | +32.5% | -19.6% | +9.4% |
| 1Y | +20.3% | +9.5% | +10.8% | +18.2% |
| 3Y | +160.9% | +15.5% | +145.4% | +152.4% |
| 5Y | +154.8% | -71.2% | +226.0% | +148.3% |
| All | +162.8% | -56.8% | +219.6% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling