+355.0%
JPM vs SE
+589.8%
-234.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +0.3% | -6.1% | +6.4% | +0.9% |
| 30D | -0.2% | -2.5% | +2.3% | -0.1% |
| 3M | +15.9% | +21.7% | -5.8% | +13.3% |
| 6M | +20.9% | +27.0% | -6.1% | +17.5% |
| YTD | +12.9% | -12.1% | +25.0% | +13.3% |
| 1Y | +20.3% | -40.9% | +61.2% | +25.1% |
| 3Y | +160.9% | +191.0% | -30.1% | +130.6% |
| 5Y | +154.8% | -68.3% | +223.1% | +159.0% |
| All | +355.0% | +589.8% | -234.8% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling