+20.3%
JPM vs SPOT
-21.9%
+42.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -0.2% | +12.5% | -12.7% | -0.2% |
| 3M | +15.9% | +9.9% | +6.0% | +15.9% |
| 6M | +20.9% | +1.6% | +19.4% | +20.8% |
| YTD | +12.9% | -6.6% | +19.5% | +11.9% |
| 1Y | +20.3% | -22.9% | +43.2% | +17.7% |
| All | +20.3% | -21.9% | +42.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling