+311.9%
JPM vs SPOT
+227.0%
+85.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -0.2% | +12.5% | -12.7% | -1.9% |
| 3M | +15.9% | +9.9% | +6.0% | +14.0% |
| 6M | +20.9% | +1.6% | +19.4% | +19.8% |
| YTD | +12.9% | -6.6% | +19.5% | +12.7% |
| 1Y | +20.3% | -22.9% | +43.2% | +23.3% |
| 3Y | +160.9% | +244.3% | -83.3% | +108.6% |
| 5Y | +154.8% | +117.8% | +37.0% | +107.5% |
| All | +311.9% | +227.0% | +85.0% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling