+459.5%
JPM vs SPG
+114.5%
+345.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.6% | +3.1% | -1.5% | +0.4% |
| 30D | +3.4% | +16.4% | -13.0% | -2.7% |
| 3M | -5.7% | +7.1% | -12.7% | -8.3% |
| 6M | +13.5% | +16.1% | -2.6% | +6.7% |
| YTD | +8.4% | +30.4% | -22.0% | -2.9% |
| 1Y | +9.1% | +33.0% | -23.9% | -3.1% |
| 3Y | +149.5% | +134.6% | +14.9% | +75.3% |
| 5Y | +132.6% | +84.9% | +47.7% | +76.0% |
| All | +459.5% | +114.5% | +345.0% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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