+465.0%
JPM vs SPYM
+309.8%
+155.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +3.5% | +2.6% | +0.9% | +0.8% |
| 30D | +3.3% | -2.0% | +5.3% | +5.4% |
| 3M | -4.2% | -2.8% | -1.4% | -1.4% |
| 6M | +16.4% | +2.2% | +14.2% | +13.3% |
| YTD | +9.5% | +11.5% | -2.0% | -3.0% |
| 1Y | +14.0% | +13.5% | +0.5% | -0.9% |
| 3Y | +153.1% | +78.0% | +75.0% | +34.8% |
| 5Y | +134.9% | +73.1% | +61.7% | +27.9% |
| All | +465.0% | +309.8% | +155.2% | +20.4% |
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