+585.7%
JPM vs SFM
+268.6%
+317.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.3% | -8.8% | +6.4% | -1.4% |
| 30D | -2.3% | -14.5% | +12.1% | -0.7% |
| 3M | +14.9% | -16.8% | +31.7% | +16.9% |
| 6M | +23.6% | -5.3% | +29.0% | +23.4% |
| YTD | +11.3% | -9.4% | +20.7% | +11.5% |
| 1Y | +19.9% | -46.2% | +66.1% | +27.6% |
| 3Y | +162.6% | +81.3% | +81.3% | +137.4% |
| 5Y | +154.6% | +211.9% | -57.3% | +109.9% |
| All | +585.7% | +268.6% | +317.1% | +422.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling