+152.5%
JPM vs STLA
-63.2%
+215.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.4% | -5.2% | +3.8% | -0.5% |
| 3M | +13.9% | -24.9% | +38.8% | +20.6% |
| 6M | +23.5% | -25.2% | +48.7% | +30.1% |
| YTD | +11.6% | -51.4% | +63.1% | +28.9% |
| 1Y | +21.4% | -40.7% | +62.1% | +30.9% |
| 3Y | +163.4% | -66.3% | +229.7% | +219.2% |
| 5Y | +152.5% | -63.2% | +215.8% | +179.5% |
| All | +152.5% | -63.2% | +215.7% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling