+590.9%
JPM vs SNY
+64.5%
+526.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.7% | -3.3% | +2.7% | +0.4% |
| 30D | -2.5% | -2.2% | -0.3% | -1.8% |
| 3M | +14.1% | -3.0% | +17.2% | +14.9% |
| 6M | +25.1% | +2.7% | +22.4% | +23.5% |
| YTD | +12.1% | -6.8% | +19.0% | +14.0% |
| 1Y | +18.8% | -5.3% | +24.1% | +19.8% |
| 3Y | +163.4% | -9.8% | +173.2% | +161.8% |
| 5Y | +156.5% | +9.7% | +146.9% | +128.1% |
| All | +590.9% | +64.5% | +526.4% | +427.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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