+587.9%
JPM vs STLA
+51.9%
+536.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -1.4% | -5.2% | +3.8% | -0.1% |
| 3M | +13.9% | -24.9% | +38.8% | +23.2% |
| 6M | +23.5% | -25.2% | +48.7% | +32.6% |
| YTD | +11.6% | -51.4% | +63.1% | +35.1% |
| 1Y | +21.4% | -40.7% | +62.1% | +35.0% |
| 3Y | +163.4% | -66.3% | +229.7% | +238.8% |
| 5Y | +152.5% | -63.2% | +215.8% | +202.2% |
| All | +587.9% | +51.9% | +536.0% | +419.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling