+4,176.2%
JPM vs SAP
+2,233.8%
+1,942.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +0.3% | -2.9% | +3.2% | +1.3% |
| 30D | -0.2% | +9.0% | -9.2% | -3.5% |
| 3M | +15.9% | +14.9% | +0.9% | +8.8% |
| 6M | +20.9% | +11.9% | +9.0% | +13.5% |
| YTD | +12.9% | -9.9% | +22.8% | +13.7% |
| 1Y | +20.3% | -19.5% | +39.8% | +26.0% |
| 3Y | +160.9% | +61.8% | +99.1% | +104.7% |
| 5Y | +154.8% | +56.2% | +98.7% | +98.9% |
| 10Y | +591.1% | +180.6% | +410.5% | +318.9% |
| All | +4,176.2% | +2,233.8% | +1,942.5% | +1,290.0% |
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