+152.5%
JPM vs SPXU
-86.1%
+238.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | 0.0% |
| 7D | -0.7% | +2.5% | -3.2% | +0.1% |
| 30D | -2.5% | +4.2% | -6.6% | -1.2% |
| 3M | +14.1% | -9.3% | +23.4% | +11.4% |
| 6M | +25.1% | -30.7% | +55.8% | +13.6% |
| YTD | +12.1% | -28.1% | +40.3% | +3.5% |
| 1Y | +18.8% | -35.2% | +54.1% | +7.0% |
| 3Y | +163.4% | -79.9% | +243.4% | +83.9% |
| All | +152.5% | -86.1% | +238.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling