+162.6%
JPM vs SE
+194.4%
-31.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -1.1% | -0.1% | -1.0% | -1.3% |
| 3M | +14.1% | +34.1% | -20.0% | +10.0% |
| 6M | +23.3% | +23.2% | +0.1% | +19.5% |
| YTD | +11.3% | -11.2% | +22.4% | +11.8% |
| 1Y | +23.0% | -40.5% | +63.5% | +29.6% |
| 3Y | +162.6% | +196.3% | -33.7% | +140.4% |
| All | +162.6% | +194.4% | -31.8% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling