+162.3%
JPM vs SPXU
-79.8%
+242.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.8% |
| 7D | -0.4% | +1.3% | -1.7% | 0.0% |
| 30D | -1.4% | +5.1% | -6.5% | +0.1% |
| 3M | +13.9% | -9.1% | +23.1% | +11.3% |
| 6M | +23.5% | -29.6% | +53.1% | +12.3% |
| YTD | +11.6% | -27.7% | +39.3% | +3.0% |
| 1Y | +21.4% | -37.0% | +58.3% | +8.1% |
| All | +162.3% | -79.8% | +242.1% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling