+163.4%
JPM vs SPYG
+98.4%
+65.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.2% |
| 30D | -2.5% | -1.5% | -0.9% | -1.7% |
| 3M | +14.1% | +3.7% | +10.4% | +11.5% |
| 6M | +25.1% | +16.4% | +8.7% | +13.5% |
| YTD | +12.1% | +13.3% | -1.2% | +3.3% |
| 1Y | +18.8% | +17.9% | +0.9% | +6.8% |
| 3Y | +163.4% | +98.3% | +65.1% | +81.1% |
| All | +163.4% | +98.4% | +65.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling