+11,186.3%
JPM vs SPGI
+14,090.3%
-2,904.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.1% |
| 7D | +0.3% | +0.1% | +0.1% | +0.1% |
| 30D | -0.2% | +8.4% | -8.6% | -4.7% |
| 3M | +15.9% | +11.8% | +4.0% | +7.8% |
| 6M | +20.9% | +5.7% | +15.2% | +15.5% |
| YTD | +12.9% | -9.7% | +22.6% | +16.1% |
| 1Y | +20.3% | -12.5% | +32.8% | +25.2% |
| 3Y | +160.9% | +21.8% | +139.1% | +123.3% |
| 5Y | +154.8% | +8.2% | +146.7% | +126.4% |
| 10Y | +591.1% | +309.5% | +281.6% | +177.9% |
| All | +11,186.3% | +14,090.3% | -2,904.0% | +503.6% |
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 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