+152.8%
JPM vs SGI
+61.8%
+91.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.4% | +9.3% | -9.7% | -2.6% |
| 30D | -1.1% | +6.9% | -8.0% | -2.9% |
| 3M | +14.1% | +2.8% | +11.3% | +12.7% |
| 6M | +23.3% | -12.6% | +35.9% | +26.2% |
| YTD | +11.3% | -21.5% | +32.8% | +16.7% |
| 1Y | +23.0% | -18.8% | +41.7% | +27.5% |
| 3Y | +162.6% | +60.8% | +101.7% | +124.2% |
| 5Y | +152.8% | +60.0% | +92.8% | +105.2% |
| All | +152.8% | +61.8% | +91.0% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling