+587.9%
JPM vs SFM
+273.2%
+314.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.8% |
| 7D | -0.4% | -7.2% | +6.7% | +0.4% |
| 30D | -1.4% | -14.3% | +12.9% | +0.2% |
| 3M | +13.9% | -13.7% | +27.7% | +15.5% |
| 6M | +23.5% | -6.0% | +29.5% | +23.4% |
| YTD | +11.6% | -8.2% | +19.9% | +11.7% |
| 1Y | +21.4% | -46.2% | +67.6% | +29.2% |
| 3Y | +163.4% | +83.6% | +79.9% | +137.8% |
| 5Y | +152.5% | +212.7% | -60.2% | +108.1% |
| All | +587.9% | +273.2% | +314.7% | +423.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling