+20.3%
JPM vs SAP
-19.8%
+40.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +0.3% | -2.9% | +3.2% | +0.3% |
| 30D | -0.2% | +9.0% | -9.2% | -0.4% |
| 3M | +15.9% | +14.9% | +0.9% | +15.6% |
| 6M | +20.9% | +11.9% | +9.0% | +20.8% |
| YTD | +12.9% | -9.9% | +22.8% | +13.4% |
| 1Y | +20.3% | -19.5% | +39.8% | +21.3% |
| All | +20.3% | -19.8% | +40.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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