+758.7%
JPM vs SFM
+39.6%
+719.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +1.2% | -6.9% | +8.1% | +2.0% |
| 30D | +2.7% | -25.0% | +27.7% | +5.5% |
| 3M | -4.5% | -42.7% | +38.3% | +1.0% |
| 6M | +14.3% | -41.0% | +55.3% | +20.0% |
| YTD | +8.2% | -38.7% | +46.9% | +12.6% |
| 1Y | +10.0% | -38.1% | +48.2% | +14.2% |
| 3Y | +149.0% | +19.3% | +129.6% | +134.3% |
| 5Y | +131.0% | +103.1% | +27.9% | +98.9% |
| 10Y | +479.1% | +131.1% | +348.0% | +367.6% |
| All | +758.7% | +39.6% | +719.0% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling