+592.1%
JPM vs SAP
+175.9%
+416.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.7% |
| 7D | -0.4% | -0.3% | -0.2% | -0.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.7% |
| 3M | +13.9% | +16.9% | -2.9% | +6.8% |
| 6M | +23.5% | +6.3% | +17.2% | +18.9% |
| YTD | +11.6% | -12.4% | +24.1% | +14.6% |
| 1Y | +21.4% | -21.6% | +43.0% | +30.0% |
| 3Y | +163.4% | +54.8% | +108.7% | +103.1% |
| 5Y | +152.5% | +56.2% | +96.4% | +88.0% |
| 10Y | +592.1% | +179.0% | +413.1% | +288.9% |
| All | +592.1% | +175.9% | +416.2% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling