+325.2%
JPM vs SGOV
+20.3%
+304.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -0.7% | 0.0% | -0.7% | -0.6% |
| 30D | -2.5% | +0.3% | -2.8% | -1.9% |
| 3M | +14.1% | +0.9% | +13.2% | +16.1% |
| 6M | +25.1% | +1.8% | +23.2% | +28.7% |
| YTD | +12.1% | +2.5% | +9.6% | +15.9% |
| 1Y | +18.8% | +3.8% | +15.0% | +24.2% |
| 3Y | +163.4% | +14.4% | +149.0% | +207.0% |
| 5Y | +156.5% | +20.2% | +136.4% | +243.0% |
| All | +325.2% | +20.3% | +304.9% | +455.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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