+479.1%
JPM vs SPGI
+335.3%
+143.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.2% | +1.6% | -0.4% | +0.5% |
| 30D | +2.7% | +16.1% | -13.3% | -4.8% |
| 3M | -4.5% | +15.5% | -19.9% | -11.5% |
| 6M | +14.3% | +19.6% | -5.3% | +3.0% |
| YTD | +8.2% | -3.6% | +11.8% | +7.7% |
| 1Y | +10.0% | +2.2% | +7.8% | +6.0% |
| 3Y | +149.0% | +30.1% | +118.8% | +106.6% |
| 5Y | +131.0% | +14.9% | +116.1% | +100.9% |
| 10Y | +479.1% | +334.0% | +145.1% | +147.6% |
| All | +479.1% | +335.3% | +143.8% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling