+130.8%
JPM vs SE
-77.7%
+208.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +2.0% |
| 7D | +0.4% | +3.3% | -2.8% | +0.1% |
| 30D | +2.7% | -18.2% | +20.9% | +4.7% |
| 3M | -3.8% | -31.3% | +27.4% | -0.5% |
| 6M | +14.3% | -10.1% | +24.4% | +14.7% |
| YTD | +8.2% | -38.9% | +47.1% | +12.5% |
| 1Y | +11.0% | -48.0% | +59.0% | +17.1% |
| 3Y | +152.7% | +78.8% | +73.8% | +133.3% |
| 5Y | +130.8% | -77.1% | +208.0% | +115.7% |
| All | +130.8% | -77.7% | +208.5% | +115.7% |
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