+152.8%
JPM vs SAP
+56.2%
+96.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.1% | +2.6% | -3.7% | -1.8% |
| 3M | +14.1% | +16.3% | -2.1% | +9.7% |
| 6M | +23.3% | +6.4% | +16.9% | +20.9% |
| YTD | +11.3% | -11.4% | +22.7% | +14.1% |
| 1Y | +23.0% | -20.4% | +43.4% | +30.2% |
| 3Y | +162.6% | +56.5% | +106.0% | +113.2% |
| 5Y | +152.8% | +56.8% | +96.0% | +88.4% |
| All | +152.8% | +56.2% | +96.5% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling