+10,718.8%
JPM vs SO
+6,352.9%
+4,365.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +1.7% |
| 7D | +0.4% | -1.1% | +1.5% | +0.9% |
| 30D | +2.7% | +8.6% | -5.9% | -1.2% |
| 3M | -3.8% | +1.8% | -5.6% | -4.8% |
| 6M | +14.3% | +3.6% | +10.7% | +12.0% |
| YTD | +8.2% | +9.9% | -1.7% | +2.6% |
| 1Y | +11.0% | +5.7% | +5.3% | +7.1% |
| 3Y | +152.7% | +52.5% | +100.2% | +100.8% |
| 5Y | +130.8% | +77.3% | +53.5% | +67.3% |
| 10Y | +506.0% | +186.8% | +319.2% | +237.2% |
| All | +10,718.8% | +6,352.9% | +4,365.9% | +1,321.4% |
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