+592.1%
JPM vs SPGI
+287.8%
+304.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.6% |
| 7D | -0.4% | -3.1% | +2.7% | +1.1% |
| 30D | -1.4% | +2.0% | -3.4% | -2.7% |
| 3M | +13.9% | +4.3% | +9.6% | +10.4% |
| 6M | +23.5% | -0.2% | +23.8% | +22.0% |
| YTD | +11.6% | -14.8% | +26.4% | +18.5% |
| 1Y | +21.4% | -18.5% | +39.9% | +31.4% |
| 3Y | +163.4% | +16.0% | +147.5% | +131.5% |
| 5Y | +152.5% | +2.2% | +150.3% | +132.4% |
| 10Y | +592.1% | +296.4% | +295.7% | +219.2% |
| All | +592.1% | +287.8% | +304.4% | +219.2% |
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