+131.0%
JPM vs SFM
+100.9%
+30.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +1.2% | -6.9% | +8.1% | +1.8% |
| 30D | +2.7% | -25.0% | +27.7% | +4.8% |
| 3M | -4.5% | -42.7% | +38.3% | -0.2% |
| 6M | +14.3% | -41.0% | +55.3% | +18.7% |
| YTD | +8.2% | -38.7% | +46.9% | +11.6% |
| 1Y | +10.0% | -38.1% | +48.2% | +13.2% |
| 3Y | +149.0% | +19.3% | +129.6% | +137.7% |
| 5Y | +131.0% | +103.1% | +27.9% | +98.5% |
| All | +131.0% | +100.9% | +30.1% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling