+162.6%
JPM vs SPG
+112.2%
+50.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.9% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.1% | -4.9% | +3.8% | +1.1% |
| 3M | +14.1% | +3.3% | +10.8% | +12.1% |
| 6M | +23.3% | +11.2% | +12.1% | +17.0% |
| YTD | +11.3% | +17.1% | -5.8% | +3.1% |
| 1Y | +23.0% | +21.6% | +1.4% | +11.9% |
| 3Y | +162.6% | +111.9% | +50.7% | +92.1% |
| All | +162.6% | +112.2% | +50.4% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling