+481.0%
JPM vs SM
+10.6%
+470.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | +2.7% | -17.3% | +20.0% | +5.0% |
| 3M | -4.7% | -3.6% | -1.1% | -4.9% |
| 6M | +15.6% | +2.9% | +12.7% | +13.3% |
| YTD | +8.6% | +70.2% | -61.6% | -1.9% |
| 1Y | +10.9% | +66.5% | -55.6% | +0.3% |
| 3Y | +149.9% | -8.2% | +158.1% | +140.4% |
| 5Y | +131.9% | -1.5% | +133.4% | +112.4% |
| 10Y | +481.0% | +11.9% | +469.1% | +250.4% |
| All | +481.0% | +10.6% | +470.4% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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