+152.5%
JPM vs SPOT
+111.4%
+41.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -0.4% | -6.5% | +6.1% | +0.5% |
| 30D | -1.4% | +2.2% | -3.6% | -1.8% |
| 3M | +13.9% | +5.4% | +8.5% | +12.8% |
| 6M | +23.5% | -4.0% | +27.5% | +23.4% |
| YTD | +11.6% | -9.9% | +21.6% | +12.2% |
| 1Y | +21.4% | -27.3% | +48.6% | +25.7% |
| 3Y | +163.4% | +236.4% | -73.0% | +109.8% |
| 5Y | +152.5% | +112.6% | +39.9% | +98.2% |
| All | +152.5% | +111.4% | +41.1% | +98.2% |
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