+592.1%
JPM vs SIMO
+548.4%
+43.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | +0.1% |
| 7D | -0.4% | +14.5% | -14.9% | -2.3% |
| 30D | -1.4% | +20.4% | -21.8% | -4.2% |
| 3M | +13.9% | +7.1% | +6.8% | +10.9% |
| 6M | +23.5% | +129.2% | -105.7% | +4.2% |
| YTD | +11.6% | +201.9% | -190.3% | -11.2% |
| 1Y | +21.4% | +235.5% | -214.1% | -5.9% |
| 3Y | +163.4% | +463.8% | -300.4% | +80.8% |
| 5Y | +152.5% | +306.7% | -154.2% | +76.9% |
| 10Y | +592.1% | +579.5% | +12.7% | +291.7% |
| All | +592.1% | +548.4% | +43.7% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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