+20.3%
JPM vs SN
+46.4%
-26.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.3% | -9.3% | +9.6% | +1.7% |
| 30D | -0.2% | -4.8% | +4.6% | +0.4% |
| 3M | +15.9% | +40.4% | -24.5% | +9.0% |
| 6M | +20.9% | +50.9% | -30.0% | +11.3% |
| YTD | +12.9% | +54.9% | -42.1% | +3.5% |
| 1Y | +20.3% | +43.0% | -22.7% | +16.6% |
| All | +20.3% | +46.4% | -26.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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