+590.9%
JPM vs SRE
+122.3%
+468.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | -0.7% | -0.8% | +0.2% | -0.3% |
| 30D | -2.5% | -3.0% | +0.6% | -1.4% |
| 3M | +14.1% | -8.3% | +22.5% | +18.0% |
| 6M | +25.1% | -8.9% | +34.0% | +29.4% |
| YTD | +12.1% | -4.3% | +16.4% | +13.2% |
| 1Y | +18.8% | +2.7% | +16.1% | +16.0% |
| 3Y | +163.4% | +28.7% | +134.8% | +126.3% |
| 5Y | +156.5% | +47.1% | +109.4% | +104.4% |
| All | +590.9% | +122.3% | +468.5% | +440.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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