+590.9%
JPM vs SPG
+64.5%
+526.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | -2.5% | -6.1% | +3.7% | 0.0% |
| 3M | +14.1% | -3.6% | +17.8% | +15.6% |
| 6M | +25.1% | +10.4% | +14.7% | +19.9% |
| YTD | +12.1% | +14.4% | -2.2% | +5.9% |
| 1Y | +18.8% | +16.5% | +2.3% | +11.2% |
| 3Y | +163.4% | +106.8% | +56.6% | +94.7% |
| 5Y | +156.5% | +108.9% | +47.7% | +85.8% |
| All | +590.9% | +64.5% | +526.4% | +358.6% |
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