+1,172.7%
JPM vs SLV
+273.2%
+899.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.1% |
| 7D | +0.4% | +5.6% | -5.2% | 0.0% |
| 30D | +2.7% | -12.1% | +14.9% | +3.7% |
| 3M | -3.8% | -16.3% | +12.4% | -2.7% |
| 6M | +14.3% | -34.1% | +48.4% | +17.5% |
| YTD | +8.2% | -25.3% | +33.5% | +8.8% |
| 1Y | +11.0% | +9.6% | +1.4% | +8.1% |
| 3Y | +152.7% | +132.7% | +20.0% | +130.6% |
| 5Y | +130.8% | +113.7% | +17.1% | +110.6% |
| 10Y | +506.0% | +175.9% | +330.1% | +433.5% |
| All | +1,172.7% | +273.2% | +899.6% | +917.9% |
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