+154.6%
JPM vs SPXS
-85.4%
+240.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | +0.2% |
| 7D | -2.3% | +6.4% | -8.7% | -0.5% |
| 30D | -2.3% | +6.0% | -8.3% | -0.6% |
| 3M | +14.9% | -11.6% | +26.5% | +11.3% |
| 6M | +23.6% | -28.7% | +52.3% | +13.2% |
| YTD | +11.3% | -26.3% | +37.6% | +3.5% |
| 1Y | +19.9% | -34.9% | +54.8% | +8.2% |
| 3Y | +162.6% | -79.5% | +242.0% | +84.9% |
| 5Y | +154.6% | -85.9% | +240.6% | +79.2% |
| All | +154.6% | -85.4% | +240.0% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling