+14.0%
JPM vs SPG
+33.2%
-19.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +3.5% | +2.0% | +1.5% | +2.7% |
| 30D | +3.3% | +17.2% | -14.0% | -3.0% |
| 3M | -4.2% | +6.3% | -10.5% | -6.4% |
| 6M | +16.4% | +18.7% | -2.3% | +6.8% |
| YTD | +9.5% | +30.1% | -20.6% | -3.9% |
| 1Y | +14.0% | +32.8% | -18.7% | -1.0% |
| All | +14.0% | +33.2% | -19.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling