+154.6%
JPM vs SPYG
+82.6%
+72.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -2.3% | -1.8% | -0.5% | -1.3% |
| 30D | -2.3% | -1.9% | -0.4% | -1.3% |
| 3M | +14.9% | +5.2% | +9.7% | +11.1% |
| 6M | +23.6% | +15.6% | +8.1% | +12.4% |
| YTD | +11.3% | +12.4% | -1.1% | +2.8% |
| 1Y | +19.9% | +17.5% | +2.4% | +7.7% |
| 3Y | +162.6% | +98.1% | +64.5% | +69.5% |
| 5Y | +154.6% | +84.9% | +69.7% | +62.8% |
| All | +154.6% | +82.6% | +72.0% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling