+1,293.2%
JPM vs SBAC
+2,215.3%
-922.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | +2.7% | +3.1% | -0.4% | +2.1% |
| 3M | -4.7% | +5.1% | -9.8% | -5.7% |
| 6M | +15.6% | -11.4% | +27.0% | +17.5% |
| YTD | +8.6% | +0.2% | +8.4% | +7.3% |
| 1Y | +10.9% | -3.9% | +14.8% | +10.4% |
| 3Y | +149.9% | -7.7% | +157.6% | +147.1% |
| 5Y | +131.9% | -39.7% | +171.7% | +144.8% |
| 10Y | +481.0% | +111.9% | +369.1% | +383.5% |
| All | +1,293.2% | +2,215.3% | -922.1% | +656.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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