+162.6%
JPM vs SAN
+356.8%
-194.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -0.4% | +3.3% | -3.7% | -1.4% |
| 30D | -1.1% | +1.1% | -2.2% | -1.5% |
| 3M | +14.1% | +22.2% | -8.1% | +7.4% |
| 6M | +23.3% | +36.0% | -12.7% | +12.1% |
| YTD | +11.3% | +28.2% | -17.0% | +2.3% |
| 1Y | +23.0% | +54.1% | -31.1% | +7.0% |
| 3Y | +162.6% | +354.2% | -191.7% | +67.6% |
| All | +162.6% | +356.8% | -194.2% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling