+149.0%
JPM vs SM
-12.9%
+161.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +1.2% | -19.5% | +20.7% | +3.2% |
| 30D | +2.7% | -20.2% | +22.9% | +4.7% |
| 3M | -4.5% | -6.5% | +2.1% | -4.7% |
| 6M | +14.3% | +1.6% | +12.8% | +12.0% |
| YTD | +8.2% | +61.2% | -53.0% | -3.7% |
| 1Y | +10.0% | +65.4% | -55.3% | -2.8% |
| 3Y | +149.0% | -13.0% | +162.0% | +141.6% |
| All | +149.0% | -12.9% | +161.8% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling