+592.1%
JPM vs SO
+155.9%
+436.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | -1.4% | -2.5% | +1.1% | -0.5% |
| 3M | +13.9% | -4.2% | +18.1% | +15.6% |
| 6M | +23.5% | -7.7% | +31.2% | +26.9% |
| YTD | +11.6% | +3.8% | +7.8% | +9.2% |
| 1Y | +21.4% | +0.1% | +21.3% | +20.3% |
| 3Y | +163.4% | +44.2% | +119.2% | +119.3% |
| 5Y | +152.5% | +57.9% | +94.7% | +98.3% |
| 10Y | +592.1% | +162.0% | +430.2% | +414.7% |
| All | +592.1% | +155.9% | +436.2% | +414.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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