+481.0%
JPM vs STLA
+0.5%
+480.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.4% |
| 7D | -2.5% | -11.6% | +9.1% | +1.2% |
| 30D | +2.7% | -6.2% | +8.9% | +4.3% |
| 3M | -4.7% | -24.6% | +19.9% | +2.7% |
| 6M | +15.6% | -44.9% | +60.5% | +36.0% |
| YTD | +8.6% | -62.3% | +70.9% | +41.0% |
| 1Y | +10.9% | -61.8% | +72.7% | +42.8% |
| 3Y | +149.9% | -75.3% | +225.3% | +254.3% |
| 5Y | +131.9% | -72.5% | +204.5% | +202.8% |
| 10Y | +481.0% | +0.8% | +480.3% | +429.0% |
| All | +481.0% | +0.5% | +480.5% | +429.0% |
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