+11,024.8%
JPM vs SAN
+2,106.1%
+8,918.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | -0.4% | +3.3% | -3.7% | -2.1% |
| 30D | -1.1% | +1.1% | -2.2% | -1.7% |
| 3M | +14.1% | +22.2% | -8.1% | +2.6% |
| 6M | +23.3% | +36.0% | -12.7% | +4.2% |
| YTD | +11.3% | +28.2% | -17.0% | -4.1% |
| 1Y | +23.0% | +54.1% | -31.1% | -3.7% |
| 3Y | +162.6% | +354.2% | -191.7% | +12.9% |
| 5Y | +152.8% | +387.3% | -234.5% | 0.0% |
| 10Y | +583.6% | +334.8% | +248.8% | +167.0% |
| All | +11,024.8% | +2,106.1% | +8,918.7% | +2,291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling