+306.1%
JPM vs SPOT
+214.5%
+91.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.3% | -6.9% | +4.5% | -1.4% |
| 30D | -2.3% | +4.1% | -6.5% | -3.0% |
| 3M | +14.9% | +3.7% | +11.2% | +14.0% |
| 6M | +23.6% | -1.6% | +25.2% | +23.0% |
| YTD | +11.3% | -10.2% | +21.4% | +11.7% |
| 1Y | +19.9% | -25.9% | +45.8% | +23.6% |
| 3Y | +162.6% | +235.6% | -73.0% | +110.6% |
| 5Y | +154.6% | +110.6% | +44.0% | +108.3% |
| All | +306.1% | +214.5% | +91.6% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling