+135.3%
JPM vs SPOT
+117.4%
+17.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | +3.5% | +1.6% | +1.9% | +3.3% |
| 30D | +3.3% | +16.9% | -13.7% | +1.0% |
| 3M | -4.2% | +23.0% | -27.1% | -7.1% |
| 6M | +16.4% | +42.2% | -25.8% | +10.2% |
| YTD | +9.5% | +5.5% | +4.0% | +7.5% |
| 1Y | +14.0% | -5.1% | +19.1% | +13.7% |
| 3Y | +153.1% | +257.9% | -104.8% | +98.8% |
| All | +135.3% | +117.4% | +17.9% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling