+127.3%
JPM vs SN
+659.6%
-532.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -0.8% | +7.2% | -7.9% | -1.7% |
| 30D | +1.5% | +20.4% | -18.9% | -1.1% |
| 3M | -5.7% | +23.9% | -29.6% | -8.6% |
| 6M | +7.2% | +93.0% | -85.8% | -3.1% |
| YTD | +5.8% | +99.2% | -93.4% | -5.2% |
| 1Y | +8.8% | +142.6% | -133.8% | -5.3% |
| 3Y | +147.4% | +398.8% | -251.4% | +106.4% |
| All | +127.3% | +659.6% | -532.2% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling