+132.5%
JPM vs SN
+671.7%
-539.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +1.2% | +7.6% | -6.3% | +0.2% |
| 30D | +2.7% | +22.4% | -19.7% | -0.2% |
| 3M | -4.5% | +21.7% | -26.1% | -7.2% |
| 6M | +14.3% | +102.8% | -88.5% | +2.6% |
| YTD | +8.2% | +102.4% | -94.2% | -3.3% |
| 1Y | +10.0% | +139.0% | -128.9% | -4.0% |
| 3Y | +149.0% | +440.4% | -291.4% | +107.1% |
| All | +132.5% | +671.7% | -539.2% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling