+465.0%
JPM vs SGI
+319.5%
+145.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | -5.3% | +8.8% | +4.9% |
| 30D | +3.3% | -2.1% | +5.3% | +3.6% |
| 3M | -4.2% | -8.2% | +4.0% | -2.6% |
| 6M | +16.4% | -4.6% | +21.0% | +16.6% |
| YTD | +9.5% | -31.5% | +41.0% | +18.4% |
| 1Y | +14.0% | -30.8% | +44.8% | +22.9% |
| 3Y | +153.1% | +67.2% | +85.9% | +114.1% |
| 5Y | +134.9% | +42.5% | +92.4% | +98.7% |
| All | +465.0% | +319.5% | +145.4% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling