+18.8%
JPM vs SPXU
-36.3%
+55.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.1% |
| 7D | -0.7% | +2.5% | -3.2% | 0.0% |
| 30D | -2.5% | +4.2% | -6.6% | -1.3% |
| 3M | +14.1% | -9.3% | +23.4% | +11.6% |
| 6M | +25.1% | -30.7% | +55.8% | +12.6% |
| YTD | +12.1% | -28.1% | +40.3% | +2.8% |
| 1Y | +18.8% | -35.2% | +54.1% | +8.0% |
| All | +18.8% | -36.3% | +55.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling