+459.5%
JPM vs SFM
+137.0%
+322.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | +3.4% | -19.2% | +22.7% | +5.3% |
| 3M | -5.7% | -40.3% | +34.6% | -0.9% |
| 6M | +13.5% | -40.9% | +54.4% | +19.0% |
| YTD | +8.4% | -35.5% | +44.0% | +12.0% |
| 1Y | +9.1% | -37.4% | +46.5% | +13.0% |
| 3Y | +149.5% | +25.5% | +124.0% | +133.8% |
| 5Y | +132.6% | +113.0% | +19.6% | +99.4% |
| All | +459.5% | +137.0% | +322.5% | +365.8% |
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