+153.1%
JPM vs SMR
+125.1%
+28.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.2% |
| 7D | +3.5% | -8.3% | +11.8% | +3.9% |
| 30D | +3.3% | -20.1% | +23.3% | +4.2% |
| 3M | -4.2% | -52.7% | +48.5% | -1.0% |
| 6M | +16.4% | -61.0% | +77.4% | +20.8% |
| YTD | +9.5% | -67.1% | +76.6% | +13.8% |
| 1Y | +14.0% | -79.9% | +93.9% | +21.1% |
| 3Y | +153.1% | +101.7% | +51.3% | +145.4% |
| All | +153.1% | +125.1% | +28.0% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling