+14.0%
JPM vs SNDQ
-90.8%
+104.8%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.3% | -11.1% | +4.1% |
| 7D | +3.8% | +66.1% | -62.4% | +3.6% |
| 30D | +6.5% | +122.5% | -116.1% | +6.3% |
| 3M | -1.0% | +11.6% | -12.6% | -1.2% |
| 6M | +15.5% | -82.2% | +97.7% | +15.5% |
| All | +14.0% | -90.8% | +104.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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