+592.1%
JPM vs SLV
+228.4%
+363.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | +0.2% |
| 7D | -0.4% | +2.8% | -3.2% | -0.6% |
| 30D | -1.4% | +2.2% | -3.6% | -1.6% |
| 3M | +13.9% | +2.9% | +11.0% | +13.5% |
| 6M | +23.5% | -22.4% | +45.9% | +25.5% |
| YTD | +11.6% | -5.7% | +17.4% | +9.8% |
| 1Y | +21.4% | +63.3% | -41.9% | +12.8% |
| 3Y | +163.4% | +189.0% | -25.6% | +130.0% |
| 5Y | +152.5% | +172.7% | -20.1% | +118.7% |
| 10Y | +592.1% | +235.3% | +356.9% | +453.7% |
| All | +592.1% | +228.4% | +363.7% | +453.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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