+226.3%
JPM vs SITM
+4,507.3%
-4,281.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -0.4% | +8.4% | -8.8% | -1.3% |
| 30D | -1.1% | -17.4% | +16.3% | +0.7% |
| 3M | +14.1% | -9.8% | +24.0% | +13.9% |
| 6M | +23.3% | +83.0% | -59.7% | +11.7% |
| YTD | +11.3% | +69.6% | -58.3% | +0.9% |
| 1Y | +23.0% | +144.9% | -121.9% | +5.7% |
| 3Y | +162.6% | +429.9% | -267.3% | +93.4% |
| 5Y | +152.8% | +169.2% | -16.4% | +87.2% |
| All | +226.3% | +4,507.3% | -4,281.0% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling