+479.1%
JPM vs SAP
+222.2%
+256.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +1.2% | +1.5% | -0.3% | +0.7% |
| 30D | +2.7% | +8.8% | -6.1% | -0.3% |
| 3M | -4.5% | +12.1% | -16.5% | -8.5% |
| 6M | +14.3% | +34.6% | -20.3% | +1.2% |
| YTD | +8.2% | -2.1% | +10.3% | +6.7% |
| 1Y | +10.0% | -5.5% | +15.6% | +10.1% |
| 3Y | +149.0% | +67.4% | +81.5% | +87.2% |
| 5Y | +131.0% | +74.6% | +56.5% | +65.3% |
| 10Y | +479.1% | +224.0% | +255.0% | +219.3% |
| All | +479.1% | +222.2% | +256.9% | +219.3% |
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 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