+585.7%
JPM vs SPY
+318.9%
+266.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -2.3% | -2.0% | -0.4% | -0.3% |
| 30D | -2.3% | -1.7% | -0.7% | -0.6% |
| 3M | +14.9% | +4.7% | +10.1% | +9.1% |
| 6M | +23.6% | +12.5% | +11.1% | +8.5% |
| YTD | +11.3% | +11.7% | -0.4% | -1.5% |
| 1Y | +19.9% | +17.5% | +2.4% | +0.5% |
| 3Y | +162.6% | +76.6% | +86.0% | +40.2% |
| 5Y | +154.6% | +82.0% | +72.6% | +29.8% |
| All | +585.7% | +318.9% | +266.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling