+152.5%
JPM vs SLV
+170.6%
-18.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | +0.1% |
| 7D | -0.4% | +2.8% | -3.2% | -0.7% |
| 30D | -1.4% | +2.2% | -3.6% | -1.7% |
| 3M | +13.9% | +2.9% | +11.0% | +13.4% |
| 6M | +23.5% | -22.4% | +45.9% | +25.6% |
| YTD | +11.6% | -5.7% | +17.4% | +8.9% |
| 1Y | +21.4% | +63.3% | -41.9% | +9.8% |
| 3Y | +163.4% | +189.0% | -25.6% | +118.0% |
| 5Y | +152.5% | +172.7% | -20.1% | +98.5% |
| All | +152.5% | +170.6% | -18.1% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling