+585.7%
JPM vs SM
+23.2%
+562.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.3% | +2.1% | -4.5% | -2.7% |
| 30D | -2.3% | +18.1% | -20.5% | -4.7% |
| 3M | +14.9% | +17.0% | -2.1% | +11.7% |
| 6M | +23.6% | +55.4% | -31.8% | +14.5% |
| YTD | +11.3% | +108.6% | -97.3% | -1.6% |
| 1Y | +19.9% | +45.7% | -25.8% | +11.2% |
| 3Y | +162.6% | -0.3% | +162.9% | +151.0% |
| 5Y | +154.6% | +113.0% | +41.6% | +109.8% |
| All | +585.7% | +23.2% | +562.4% | +306.8% |
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