+6,849.2%
JPM vs SPY
+3,091.8%
+3,757.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -0.2% | +0.1% | -0.2% | -0.3% |
| 3M | +15.9% | +2.0% | +13.9% | +12.3% |
| 6M | +20.9% | +13.0% | +7.9% | +1.8% |
| YTD | +12.9% | +13.5% | -0.7% | -5.5% |
| 1Y | +20.3% | +20.0% | +0.3% | -6.7% |
| 3Y | +160.9% | +77.2% | +83.8% | +16.5% |
| 5Y | +154.8% | +81.9% | +73.0% | +6.4% |
| 10Y | +591.1% | +314.1% | +277.0% | -11.3% |
| All | +6,849.2% | +3,091.8% | +3,757.5% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling