+590.9%
JPM vs SPYM
+324.1%
+266.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.2% |
| 7D | -0.7% | -1.0% | +0.4% | +0.4% |
| 30D | -2.5% | -1.3% | -1.1% | -1.1% |
| 3M | +14.1% | +3.6% | +10.5% | +9.7% |
| 6M | +25.1% | +13.3% | +11.8% | +9.0% |
| YTD | +12.1% | +12.4% | -0.3% | -1.4% |
| 1Y | +18.8% | +17.3% | +1.5% | -0.2% |
| 3Y | +163.4% | +76.8% | +86.7% | +41.4% |
| 5Y | +156.5% | +83.6% | +72.9% | +30.6% |
| All | +590.9% | +324.1% | +266.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling