+7,414.0%
JPM vs SM
+1,436.3%
+5,977.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.3% | -1.0% |
| 7D | +1.6% | +10.6% | -9.0% | 0.0% |
| 30D | +3.4% | -15.0% | +18.4% | +5.5% |
| 3M | -5.7% | +1.7% | -7.3% | -6.7% |
| 6M | +13.5% | +5.9% | +7.6% | +10.6% |
| YTD | +8.4% | +79.0% | -70.6% | -3.7% |
| 1Y | +9.1% | +84.7% | -75.6% | -3.8% |
| 3Y | +149.5% | -3.5% | +153.0% | +137.1% |
| 5Y | +132.6% | +4.9% | +127.6% | +108.7% |
| 10Y | +480.0% | +17.7% | +462.4% | +258.9% |
| All | +7,414.0% | +1,436.3% | +5,977.7% | +3,081.6% |
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 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