+161.4%
JPM vs SIRI
-23.3%
+184.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -2.3% | -3.0% | +0.6% | -2.0% |
| 30D | -2.3% | +1.3% | -3.6% | -2.5% |
| 3M | +14.9% | +5.6% | +9.3% | +13.9% |
| 6M | +23.6% | +35.2% | -11.5% | +18.5% |
| YTD | +11.3% | +49.1% | -37.8% | +5.1% |
| 1Y | +19.9% | +26.8% | -6.9% | +15.5% |
| All | +161.4% | -23.3% | +184.7% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling