+590.9%
JPM vs SPXS
-99.6%
+690.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.1% |
| 7D | -0.7% | +2.5% | -3.2% | +0.2% |
| 30D | -2.5% | +4.2% | -6.7% | -0.9% |
| 3M | +14.1% | -9.3% | +23.5% | +10.9% |
| 6M | +25.1% | -30.7% | +55.8% | +11.5% |
| YTD | +12.1% | -28.1% | +40.2% | +1.9% |
| 1Y | +18.8% | -35.1% | +53.9% | +4.9% |
| 3Y | +163.4% | -79.6% | +243.0% | +70.1% |
| 5Y | +156.5% | -86.3% | +242.8% | +67.5% |
| All | +590.9% | -99.6% | +690.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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