+795.8%
JPM vs SFM
+132.6%
+663.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.2% | -4.4% | +4.2% | +0.3% |
| 3M | +15.9% | +1.5% | +14.4% | +15.3% |
| 6M | +20.9% | +6.5% | +14.5% | +19.1% |
| YTD | +12.9% | +2.2% | +10.7% | +11.6% |
| 1Y | +20.3% | -41.9% | +62.2% | +27.0% |
| 3Y | +160.9% | +106.8% | +54.2% | +132.0% |
| 5Y | +154.8% | +231.6% | -76.7% | +108.8% |
| 10Y | +591.1% | +258.4% | +332.7% | +433.4% |
| All | +795.8% | +132.6% | +663.2% | +613.7% |
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