+6,704.3%
JPM vs SPG
+5,968.7%
+735.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | +2.7% | -5.2% | -3.9% |
| 30D | +2.7% | +16.6% | -13.8% | -5.8% |
| 3M | -4.7% | +8.1% | -12.8% | -8.9% |
| 6M | +15.6% | +19.3% | -3.8% | +4.2% |
| YTD | +8.6% | +31.1% | -22.5% | -7.3% |
| 1Y | +10.9% | +32.8% | -21.9% | -6.1% |
| 3Y | +149.9% | +135.8% | +14.1% | +50.1% |
| 5Y | +131.9% | +85.1% | +46.9% | +55.3% |
| 10Y | +481.0% | +115.9% | +365.1% | +187.8% |
| All | +6,704.3% | +5,968.7% | +735.6% | +594.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling