+166.6%
JPM vs SO
+46.3%
+120.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | -0.2% | -4.6% | +4.4% | +0.2% |
| 3M | +15.9% | -3.0% | +18.9% | +16.1% |
| 6M | +20.9% | -8.3% | +29.2% | +21.7% |
| YTD | +12.9% | +3.5% | +9.4% | +12.1% |
| 1Y | +20.3% | -0.9% | +21.2% | +20.0% |
| All | +166.6% | +46.3% | +120.3% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling