+16.1%
JPM vs SMR
-87.0%
+103.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.6% | +4.4% |
| 7D | +3.8% | -9.5% | +13.3% | +4.3% |
| 30D | +6.5% | -33.2% | +39.7% | +8.8% |
| 3M | -1.0% | -45.9% | +44.9% | +2.0% |
| 6M | +15.5% | -57.9% | +73.4% | +20.1% |
| YTD | +11.4% | -63.8% | +75.2% | +16.2% |
| 1Y | +16.1% | -85.6% | +101.7% | +30.2% |
| All | +16.1% | -87.0% | +103.1% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling