+152.8%
JPM vs SE
-67.4%
+220.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| 6M | +23.3% | +23.2% | +0.1% | +20.0% |
| YTD | +11.3% | -11.2% | +22.4% | +11.6% |
| 1Y | +23.0% | -40.5% | +63.5% | +28.2% |
| 3Y | +162.6% | +196.3% | -33.7% | +131.0% |
| 5Y | +152.8% | -67.0% | +219.8% | +138.7% |
| All | +152.8% | -67.4% | +220.2% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling