+152.8%
JPM vs SFM
+219.5%
-66.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.8% |
| 7D | -0.4% | -5.8% | +5.4% | +0.1% |
| 30D | -1.1% | -11.4% | +10.2% | -0.1% |
| 3M | +14.1% | -12.2% | +26.3% | +15.2% |
| 6M | +23.3% | -5.2% | +28.5% | +23.1% |
| YTD | +11.3% | -4.5% | +15.7% | +10.9% |
| 1Y | +23.0% | -45.4% | +68.4% | +30.7% |
| 3Y | +162.6% | +91.1% | +71.5% | +142.0% |
| 5Y | +152.8% | +226.8% | -74.0% | +118.3% |
| All | +152.8% | +219.5% | -66.8% | +118.3% |
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