+7,080.9%
JPM vs SIRI
-17.9%
+7,098.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -0.4% | +4.3% | -4.7% | -0.8% |
| 30D | -1.1% | -2.8% | +1.7% | -0.9% |
| 3M | +14.1% | +5.9% | +8.2% | +13.5% |
| 6M | +23.3% | +31.9% | -8.6% | +20.3% |
| YTD | +11.3% | +48.7% | -37.4% | +7.4% |
| 1Y | +23.0% | +23.2% | -0.2% | +20.4% |
| 3Y | +162.6% | -23.9% | +186.4% | +162.8% |
| 5Y | +152.8% | -43.4% | +196.2% | +155.8% |
| 10Y | +583.6% | -13.6% | +597.3% | +571.4% |
| All | +7,080.9% | -17.9% | +7,098.8% | +5,864.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling