+10,718.5%
JPM vs SO
+6,358.4%
+4,360.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +2.7% | +8.7% | -6.0% | -1.2% |
| 3M | -4.5% | +3.4% | -7.8% | -6.0% |
| 6M | +14.3% | +3.7% | +10.6% | +11.9% |
| YTD | +8.2% | +10.0% | -1.8% | +2.6% |
| 1Y | +10.0% | +6.6% | +3.4% | +5.7% |
| 3Y | +149.0% | +52.5% | +96.5% | +97.8% |
| 5Y | +131.0% | +76.1% | +55.0% | +68.0% |
| 10Y | +479.1% | +194.9% | +284.2% | +218.1% |
| All | +10,718.5% | +6,358.4% | +4,360.1% | +1,320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling