+1,465.3%
JPM vs SPYG
+561.6%
+903.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -0.4% | +1.2% | -1.6% | -1.6% |
| 30D | -1.1% | -1.6% | +0.4% | +0.3% |
| 3M | +14.1% | +3.4% | +10.8% | +9.6% |
| 6M | +23.3% | +18.9% | +4.4% | +2.0% |
| YTD | +11.3% | +13.8% | -2.5% | -3.8% |
| 1Y | +23.0% | +20.6% | +2.4% | -0.2% |
| 3Y | +162.6% | +100.5% | +62.0% | +21.9% |
| 5Y | +152.8% | +84.6% | +68.1% | +22.4% |
| 10Y | +583.6% | +410.8% | +172.8% | +3.0% |
| All | +1,465.3% | +561.6% | +903.6% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling