+7.2%
JPM vs SN
+99.0%
-91.8%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.1% |
| 7D | -0.8% | +7.2% | -7.9% | -1.3% |
| 30D | +1.5% | +20.4% | -18.9% | +0.3% |
| 3M | -5.7% | +23.9% | -29.6% | -6.8% |
| 6M | +7.2% | +93.0% | -85.8% | -1.1% |
| All | +7.2% | +99.0% | -91.8% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling