+1,851.8%
JPM vs SPXS
-100.0%
+1,951.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.2% | +0.8% | -1.0% | +0.3% |
| 3M | +15.9% | -4.7% | +20.6% | +14.2% |
| 6M | +20.9% | -29.6% | +50.6% | +5.0% |
| YTD | +12.9% | -29.8% | +42.7% | -1.5% |
| 1Y | +20.3% | -38.9% | +59.2% | -0.6% |
| 3Y | +160.9% | -79.6% | +240.6% | +46.3% |
| 5Y | +154.8% | -85.9% | +240.8% | +44.4% |
| 10Y | +591.1% | -99.5% | +690.6% | +9.3% |
| All | +1,851.8% | -100.0% | +1,951.8% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling