+661.3%
JPM vs SPMO
+575.8%
+85.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.8% |
| 7D | -0.4% | +3.4% | -3.8% | -2.8% |
| 30D | -1.1% | +0.5% | -1.6% | -1.7% |
| 3M | +14.1% | +1.9% | +12.2% | +10.7% |
| 6M | +23.3% | +27.8% | -4.5% | -0.5% |
| YTD | +11.3% | +26.7% | -15.4% | -9.5% |
| 1Y | +23.0% | +28.9% | -5.9% | -1.4% |
| 3Y | +162.6% | +160.7% | +1.9% | +19.3% |
| 5Y | +152.8% | +150.2% | +2.6% | +18.4% |
| 10Y | +583.6% | +517.5% | +66.1% | +77.2% |
| All | +661.3% | +575.8% | +85.5% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling