+1,227.7%
JPM vs SLV
+363.7%
+864.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -0.2% | +6.7% | -6.9% | -0.7% |
| 3M | +15.9% | -10.7% | +26.6% | +16.6% |
| 6M | +20.9% | -20.6% | +41.5% | +22.5% |
| YTD | +12.9% | -7.1% | +20.0% | +11.8% |
| 1Y | +20.3% | +62.0% | -41.7% | +13.7% |
| 3Y | +160.9% | +169.8% | -8.9% | +135.7% |
| 5Y | +154.8% | +161.5% | -6.6% | +129.2% |
| 10Y | +591.1% | +224.4% | +366.7% | +501.2% |
| All | +1,227.7% | +363.7% | +864.0% | +945.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling