+1,475.8%
JPM vs SRE
+1,525.5%
-49.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -0.2% | -0.7% | +0.6% | 0.0% |
| 3M | +15.9% | -6.3% | +22.2% | +19.3% |
| 6M | +20.9% | -10.7% | +31.6% | +27.4% |
| YTD | +12.9% | -3.5% | +16.3% | +13.7% |
| 1Y | +20.3% | +5.3% | +15.0% | +15.4% |
| 3Y | +160.9% | +31.8% | +129.2% | +115.2% |
| 5Y | +154.8% | +47.4% | +107.5% | +94.3% |
| 10Y | +591.1% | +120.6% | +470.5% | +298.2% |
| All | +1,475.8% | +1,525.5% | -49.7% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling