+228.9%
JPM vs SITM
+4,789.7%
-4,560.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | +0.2% |
| 7D | -0.7% | +3.9% | -4.5% | -1.1% |
| 30D | -2.5% | -6.6% | +4.1% | -2.0% |
| 3M | +14.1% | -11.9% | +26.0% | +14.2% |
| 6M | +25.1% | +81.1% | -56.0% | +13.6% |
| YTD | +12.1% | +80.0% | -67.9% | +1.1% |
| 1Y | +18.8% | +145.8% | -127.0% | +2.1% |
| 3Y | +163.4% | +475.9% | -312.5% | +92.2% |
| 5Y | +156.5% | +189.2% | -32.7% | +88.4% |
| All | +228.9% | +4,789.7% | -4,560.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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