+21.4%
JPM vs STLA
-41.2%
+62.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -1.4% | -5.2% | +3.8% | -1.2% |
| 3M | +13.9% | -24.9% | +38.8% | +15.0% |
| 6M | +23.5% | -25.2% | +48.7% | +24.4% |
| YTD | +11.6% | -51.4% | +63.1% | +14.6% |
| 1Y | +21.4% | -40.7% | +62.1% | +23.5% |
| All | +21.4% | -41.2% | +62.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling