+151.7%
JPM vs SPG
+109.1%
+42.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.1% | -4.9% | +3.8% | +1.2% |
| 3M | +14.1% | +3.3% | +10.8% | +12.1% |
| 6M | +23.3% | +11.2% | +12.1% | +16.8% |
| YTD | +11.3% | +17.1% | -5.8% | +2.9% |
| 1Y | +23.0% | +21.6% | +1.4% | +11.5% |
| 3Y | +162.6% | +111.9% | +50.7% | +80.8% |
| All | +151.7% | +109.1% | +42.5% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling