+152.5%
JPM vs SIRI
-41.5%
+194.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.6% |
| 7D | -0.7% | +0.6% | -1.2% | -0.7% |
| 30D | -2.5% | +2.5% | -4.9% | -2.8% |
| 3M | +14.1% | +6.6% | +7.5% | +13.0% |
| 6M | +25.1% | +32.9% | -7.8% | +20.3% |
| YTD | +12.1% | +50.5% | -38.3% | +5.9% |
| 1Y | +18.8% | +28.0% | -9.2% | +14.4% |
| 3Y | +163.4% | -22.4% | +185.8% | +160.9% |
| All | +152.5% | -41.5% | +194.0% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling