+1,505.1%
JPM vs SPXU
-100.0%
+1,605.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | +0.2% |
| 3M | +15.9% | -4.7% | +20.6% | +14.5% |
| 6M | +20.9% | -29.6% | +50.6% | +7.1% |
| YTD | +12.9% | -29.9% | +42.8% | +0.4% |
| 1Y | +20.3% | -39.1% | +59.4% | +2.0% |
| 3Y | +160.9% | -80.0% | +240.9% | +58.2% |
| 5Y | +154.8% | -86.0% | +240.9% | +58.0% |
| 10Y | +591.1% | -99.5% | +690.6% | +51.8% |
| All | +1,505.1% | -100.0% | +1,605.1% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling