+194.3%
JPM vs SMR
-3.5%
+197.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.3% | +4.4% | -4.1% | 0.0% |
| 30D | -0.2% | +3.4% | -3.6% | -0.5% |
| 3M | +15.9% | -19.2% | +35.0% | +16.6% |
| 6M | +20.9% | -22.6% | +43.6% | +21.3% |
| YTD | +12.9% | -31.5% | +44.4% | +13.6% |
| 1Y | +20.3% | -73.1% | +93.4% | +26.3% |
| 3Y | +160.9% | +55.0% | +106.0% | +136.9% |
| All | +194.3% | -3.5% | +197.8% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling