+16.1%
JPM vs SFM
-35.8%
+51.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.5% | +4.2% |
| 7D | +3.8% | -12.3% | +16.0% | +3.5% |
| 30D | +6.5% | -16.2% | +22.7% | +6.1% |
| 3M | -1.0% | -36.8% | +35.8% | -1.7% |
| 6M | +15.5% | -32.6% | +48.1% | +14.9% |
| YTD | +11.4% | -31.7% | +43.1% | +11.8% |
| 1Y | +16.1% | -35.0% | +51.1% | +16.6% |
| All | +16.1% | -35.8% | +51.9% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling