+506.0%
JPM vs SIMO
+436.4%
+69.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.6% |
| 7D | +0.4% | -8.2% | +8.6% | +1.2% |
| 30D | +2.7% | -34.6% | +37.3% | +7.5% |
| 3M | -3.8% | -32.6% | +28.8% | -0.7% |
| 6M | +14.3% | -31.8% | +46.1% | +15.8% |
| YTD | +8.2% | +87.6% | -79.4% | -9.9% |
| 1Y | +11.0% | +86.7% | -75.7% | -7.7% |
| 3Y | +152.7% | +227.4% | -74.8% | +83.6% |
| 5Y | +130.8% | +173.0% | -42.2% | +66.2% |
| 10Y | +506.0% | +409.6% | +96.3% | +251.6% |
| All | +506.0% | +436.4% | +69.6% | +251.6% |
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