+10,718.8%
JPM vs SPGI
+14,972.7%
-4,253.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.9% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | +2.7% | +15.5% | -12.8% | -5.2% |
| 3M | -3.8% | +15.7% | -19.5% | -11.6% |
| 6M | +14.3% | +19.1% | -4.8% | +2.3% |
| YTD | +8.2% | -4.1% | +12.3% | +7.4% |
| 1Y | +11.0% | +1.2% | +9.8% | +6.8% |
| 3Y | +152.7% | +31.6% | +121.1% | +107.2% |
| 5Y | +130.8% | +12.4% | +118.4% | +101.1% |
| 10Y | +506.0% | +334.3% | +171.7% | +135.7% |
| All | +10,718.8% | +14,972.7% | -4,253.9% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling