+1,669.0%
JPM vs SIMO
+3,332.4%
-1,663.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -2.5% |
| 7D | +0.3% | +4.2% | -3.9% | -0.6% |
| 30D | -0.2% | +4.1% | -4.3% | -1.6% |
| 3M | +15.9% | -12.9% | +28.8% | +15.9% |
| 6M | +20.9% | +110.3% | -89.4% | +0.1% |
| YTD | +12.9% | +178.6% | -165.7% | -12.4% |
| 1Y | +20.3% | +220.0% | -199.7% | -9.7% |
| 3Y | +160.9% | +409.0% | -248.1% | +74.8% |
| 5Y | +154.8% | +277.3% | -122.5% | +73.6% |
| 10Y | +591.1% | +506.6% | +84.5% | +301.8% |
| All | +1,669.0% | +3,332.4% | -1,663.4% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling