+10.9%
JPM vs SE
-53.5%
+64.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.0% | +0.7% |
| 7D | -2.5% | -7.7% | +5.3% | -1.9% |
| 30D | +2.7% | -22.8% | +25.5% | +4.2% |
| 3M | -4.7% | -43.7% | +39.1% | -1.5% |
| 6M | +15.6% | -12.8% | +28.4% | +15.5% |
| YTD | +8.6% | -42.0% | +50.6% | +11.4% |
| 1Y | +10.9% | -48.0% | +58.9% | +14.0% |
| All | +10.9% | -53.5% | +64.4% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling