+10,718.5%
JPM vs SAN
+1,787.7%
+8,930.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +1.2% | +10.8% | -9.5% | -4.0% |
| 30D | +2.7% | -5.7% | +8.5% | +5.4% |
| 3M | -4.5% | -13.4% | +9.0% | +2.0% |
| 6M | +14.3% | +3.5% | +10.8% | +10.8% |
| YTD | +8.2% | +9.7% | -1.5% | +0.2% |
| 1Y | +10.0% | +20.9% | -10.8% | -3.0% |
| 3Y | +149.0% | +254.3% | -105.3% | +21.1% |
| 5Y | +131.0% | +304.2% | -173.2% | +0.1% |
| 10Y | +479.1% | +260.2% | +218.8% | +148.1% |
| All | +10,718.5% | +1,787.7% | +8,930.8% | +2,399.2% |
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