+1,523.7%
JPM vs SPYM
+829.4%
+694.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -0.2% | +0.1% | -0.2% | -0.3% |
| 3M | +15.9% | +2.0% | +13.8% | +12.4% |
| 6M | +20.9% | +13.1% | +7.9% | +2.7% |
| YTD | +12.9% | +13.6% | -0.7% | -4.7% |
| 1Y | +20.3% | +20.1% | +0.2% | -5.5% |
| 3Y | +160.9% | +77.6% | +83.4% | +21.8% |
| 5Y | +154.8% | +82.5% | +72.3% | +12.0% |
| 10Y | +591.1% | +317.6% | +273.5% | -5.7% |
| All | +1,523.7% | +829.4% | +694.3% | -27.1% |
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