+6,575.8%
JPM vs SPY
+3,045.4%
+3,530.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +1.6% | +3.3% | -1.7% | -2.7% |
| 30D | +3.4% | -2.7% | +6.1% | +7.1% |
| 3M | -5.7% | -1.7% | -3.9% | -3.7% |
| 6M | +13.5% | +3.1% | +10.4% | +8.1% |
| YTD | +8.4% | +11.9% | -3.5% | -7.7% |
| 1Y | +9.1% | +12.0% | -2.9% | -7.3% |
| 3Y | +149.5% | +78.2% | +71.3% | +10.5% |
| 5Y | +132.6% | +73.2% | +59.4% | +3.8% |
| 10Y | +480.0% | +309.6% | +170.4% | -24.7% |
| All | +6,575.8% | +3,045.4% | +3,530.4% | -31.4% |
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