+152.7%
JPM vs SE
+74.2%
+78.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +1.9% |
| 7D | +0.4% | +3.3% | -2.8% | +0.1% |
| 30D | +2.7% | -18.2% | +20.9% | +4.8% |
| 3M | -3.8% | -31.3% | +27.4% | -0.4% |
| 6M | +14.3% | -10.1% | +24.4% | +14.5% |
| YTD | +8.2% | -38.9% | +47.1% | +12.9% |
| 1Y | +11.0% | -48.0% | +59.0% | +17.9% |
| 3Y | +152.7% | +78.8% | +73.8% | +151.4% |
| All | +152.7% | +74.2% | +78.4% | +151.4% |
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