+587.9%
JPM vs SGI
+278.2%
+309.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -1.4% | +5.5% | -6.9% | -2.9% |
| 3M | +13.9% | -3.6% | +17.5% | +14.4% |
| 6M | +23.5% | -15.0% | +38.6% | +27.2% |
| YTD | +11.6% | -23.0% | +34.7% | +17.5% |
| 1Y | +21.4% | -18.4% | +39.8% | +25.5% |
| 3Y | +163.4% | +57.8% | +105.7% | +127.0% |
| 5Y | +152.5% | +51.5% | +101.1% | +111.7% |
| All | +587.9% | +278.2% | +309.7% | +308.0% |
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