+1,475.2%
JPM vs SPYM
+812.4%
+662.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +3.5% | +2.6% | +0.9% | +0.2% |
| 30D | +3.3% | -2.0% | +5.3% | +5.8% |
| 3M | -4.2% | -2.8% | -1.4% | -0.9% |
| 6M | +16.4% | +2.2% | +14.2% | +12.5% |
| YTD | +9.5% | +11.5% | -2.0% | -5.5% |
| 1Y | +14.0% | +13.5% | +0.5% | -3.8% |
| 3Y | +153.1% | +78.0% | +75.0% | +17.6% |
| 5Y | +134.9% | +73.1% | +61.7% | +10.6% |
| 10Y | +485.7% | +310.9% | +174.9% | -18.5% |
| All | +1,475.2% | +812.4% | +662.8% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling