+10,718.5%
JPM vs SPGI
+15,046.0%
-4,327.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +1.2% | +1.6% | -0.4% | +0.4% |
| 30D | +2.7% | +16.1% | -13.3% | -5.4% |
| 3M | -4.5% | +15.5% | -19.9% | -12.1% |
| 6M | +14.3% | +19.6% | -5.3% | +2.0% |
| YTD | +8.2% | -3.6% | +11.8% | +7.1% |
| 1Y | +10.0% | +2.2% | +7.8% | +5.3% |
| 3Y | +149.0% | +30.1% | +118.8% | +105.4% |
| 5Y | +131.0% | +14.9% | +116.1% | +98.8% |
| 10Y | +479.1% | +334.0% | +145.1% | +125.3% |
| All | +10,718.5% | +15,046.0% | -4,327.5% | +456.9% |
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