+4,008.0%
JPM vs SAP
+2,439.3%
+1,568.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.6% | -3.9% | +5.5% | +3.1% |
| 30D | +3.4% | +6.5% | -3.1% | +1.0% |
| 3M | -5.7% | +14.7% | -20.3% | -10.7% |
| 6M | +13.5% | +39.9% | -26.4% | -1.6% |
| YTD | +8.4% | -2.0% | +10.4% | +5.6% |
| 1Y | +9.1% | -6.0% | +15.1% | +7.9% |
| 3Y | +149.5% | +67.7% | +81.8% | +93.2% |
| 5Y | +132.6% | +78.8% | +53.8% | +72.6% |
| 10Y | +480.0% | +229.3% | +250.8% | +231.0% |
| All | +4,008.0% | +2,439.3% | +1,568.6% | +1,191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling