+152.5%
JPM vs SPMO
+149.5%
+3.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.4% |
| 7D | -0.7% | -0.9% | +0.3% | -0.1% |
| 30D | -2.5% | -1.9% | -0.5% | -1.4% |
| 3M | +14.1% | -1.4% | +15.5% | +13.4% |
| 6M | +25.1% | +25.5% | -0.4% | +2.2% |
| YTD | +12.1% | +24.8% | -12.7% | -8.0% |
| 1Y | +18.8% | +24.5% | -5.7% | -2.4% |
| 3Y | +163.4% | +157.1% | +6.3% | +16.4% |
| All | +152.5% | +149.5% | +3.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling