+135.3%
JPM vs SN
+671.3%
-536.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.6% |
| 7D | +3.5% | +1.5% | +2.0% | +3.3% |
| 30D | +3.3% | +21.5% | -18.3% | +0.4% |
| 3M | -4.2% | +20.0% | -24.2% | -6.8% |
| 6M | +16.4% | +119.9% | -103.5% | +3.2% |
| YTD | +9.5% | +102.3% | -92.8% | -2.1% |
| 1Y | +14.0% | +148.0% | -134.0% | -1.1% |
| 3Y | +153.1% | +450.0% | -296.9% | +110.5% |
| All | +135.3% | +671.3% | -536.0% | +95.0% |
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