+192.3%
JPM vs SMR
-14.3%
+206.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.7% | +16.4% | +1.6% |
| 7D | -0.7% | -11.2% | +10.6% | -0.2% |
| 30D | -2.5% | -10.2% | +7.8% | -2.1% |
| 3M | +14.1% | -10.0% | +24.2% | +14.0% |
| 6M | +25.1% | -30.5% | +55.5% | +26.0% |
| YTD | +12.1% | -39.2% | +51.4% | +13.4% |
| 1Y | +18.8% | -75.5% | +94.3% | +25.1% |
| 3Y | +163.4% | +45.4% | +118.0% | +139.0% |
| All | +192.3% | -14.3% | +206.7% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling