+1,748.7%
JPM vs SGI
+2,083.6%
-334.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +0.3% | +8.5% | -8.3% | -2.1% |
| 30D | -0.2% | +0.7% | -0.8% | -0.6% |
| 3M | +15.9% | +0.6% | +15.3% | +14.9% |
| 6M | +20.9% | -17.9% | +38.9% | +26.4% |
| YTD | +12.9% | -21.2% | +34.1% | +18.9% |
| 1Y | +20.3% | -18.9% | +39.2% | +25.1% |
| 3Y | +160.9% | +52.6% | +108.3% | +120.9% |
| 5Y | +154.8% | +60.7% | +94.1% | +103.8% |
| 10Y | +591.1% | +278.1% | +313.0% | +267.8% |
| All | +1,748.7% | +2,083.6% | -334.9% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling