+7,721.7%
JPM vs SM
+1,608.3%
+6,113.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -0.2% | +26.3% | -26.5% | -3.9% |
| 3M | +15.9% | +8.7% | +7.2% | +13.5% |
| 6M | +20.9% | +51.7% | -30.7% | +11.5% |
| YTD | +12.9% | +99.0% | -86.2% | -0.7% |
| 1Y | +20.3% | +34.6% | -14.3% | +12.0% |
| 3Y | +160.9% | -7.8% | +168.7% | +151.1% |
| 5Y | +154.8% | +104.8% | +50.1% | +106.3% |
| 10Y | +591.1% | +7.2% | +583.9% | +335.7% |
| All | +7,721.7% | +1,608.3% | +6,113.4% | +3,181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling