+152.8%
JPM vs SM
+111.2%
+41.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.1% | -1.9% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -1.1% | +31.5% | -32.6% | -4.8% |
| 3M | +14.1% | +17.3% | -3.2% | +11.0% |
| 6M | +23.3% | +48.5% | -25.2% | +14.7% |
| YTD | +11.3% | +106.3% | -95.0% | -2.2% |
| 1Y | +23.0% | +47.3% | -24.3% | +13.7% |
| 3Y | +162.6% | -1.4% | +164.0% | +151.0% |
| 5Y | +152.8% | +114.0% | +38.7% | +99.1% |
| All | +152.8% | +111.2% | +41.5% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling