+149.0%
JPM vs SFM
+19.7%
+129.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +1.2% | -6.9% | +8.1% | +1.7% |
| 30D | +2.7% | -25.0% | +27.7% | +4.5% |
| 3M | -4.5% | -42.7% | +38.3% | -0.7% |
| 6M | +14.3% | -41.0% | +55.3% | +18.1% |
| YTD | +8.2% | -38.7% | +46.9% | +11.1% |
| 1Y | +10.0% | -38.1% | +48.2% | +12.8% |
| 3Y | +149.0% | +19.3% | +129.6% | +150.6% |
| All | +149.0% | +19.7% | +129.2% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling