+341.4%
JPM vs SE
+363.8%
-22.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | +3.3% | -20.9% | +24.2% | +5.5% |
| 3M | -4.2% | -38.9% | +34.7% | +0.2% |
| 6M | +16.4% | -19.4% | +35.8% | +18.1% |
| YTD | +9.5% | -40.9% | +50.4% | +13.9% |
| 1Y | +14.0% | -46.2% | +60.2% | +19.5% |
| 3Y | +153.1% | +63.7% | +89.4% | +136.1% |
| 5Y | +134.9% | -77.9% | +212.8% | +147.0% |
| All | +341.4% | +363.8% | -22.4% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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