+585.7%
JPM vs SGI
+266.5%
+319.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.4% |
| 7D | -2.3% | -4.9% | +2.6% | -1.2% |
| 30D | -2.3% | +1.6% | -3.9% | -2.9% |
| 3M | +14.9% | -3.2% | +18.1% | +15.2% |
| 6M | +23.6% | -16.0% | +39.7% | +27.7% |
| YTD | +11.3% | -25.4% | +36.7% | +18.0% |
| 1Y | +19.9% | -21.6% | +41.5% | +25.2% |
| 3Y | +162.6% | +52.9% | +109.7% | +128.0% |
| 5Y | +154.6% | +47.5% | +107.1% | +114.8% |
| All | +585.7% | +266.5% | +319.2% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling