+585.7%
JPM vs STLA
+51.6%
+534.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.3% | -3.8% | +1.5% | -1.2% |
| 30D | -2.3% | -3.1% | +0.8% | -1.7% |
| 3M | +14.9% | -19.6% | +34.5% | +21.7% |
| 6M | +23.6% | -23.5% | +47.1% | +31.8% |
| YTD | +11.3% | -51.5% | +62.8% | +34.8% |
| 1Y | +19.9% | -39.7% | +59.5% | +32.6% |
| 3Y | +162.6% | -66.3% | +228.9% | +237.9% |
| 5Y | +154.6% | -63.1% | +217.8% | +204.4% |
| All | +585.7% | +51.6% | +534.0% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling