+6,971.2%
JPM vs SPG
+5,256.9%
+1,714.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | +0.3% | -2.4% | +2.7% | +1.6% |
| 30D | -0.2% | -6.8% | +6.7% | +3.8% |
| 3M | +15.9% | +2.7% | +13.2% | +13.8% |
| 6M | +20.9% | +5.5% | +15.5% | +16.8% |
| YTD | +12.9% | +15.7% | -2.8% | +3.4% |
| 1Y | +20.3% | +20.9% | -0.6% | +7.3% |
| 3Y | +160.9% | +112.4% | +48.6% | +65.9% |
| 5Y | +154.8% | +101.4% | +53.5% | +61.8% |
| 10Y | +591.1% | +60.6% | +530.5% | +309.2% |
| All | +6,971.2% | +5,256.9% | +1,714.3% | +675.0% |
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 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