+465.0%
JPM vs SPGI
+333.9%
+131.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +3.5% | +1.2% | +2.3% | +2.9% |
| 30D | +3.3% | +15.9% | -12.7% | -4.2% |
| 3M | -4.2% | +12.3% | -16.5% | -10.0% |
| 6M | +16.4% | +23.7% | -7.3% | +3.0% |
| YTD | +9.5% | -3.5% | +13.1% | +9.0% |
| 1Y | +14.0% | +0.4% | +13.6% | +10.9% |
| 3Y | +153.1% | +29.9% | +123.2% | +110.1% |
| 5Y | +134.9% | +15.2% | +119.7% | +103.9% |
| All | +465.0% | +333.9% | +131.1% | +141.3% |
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