+1,308.1%
JPM vs STLA
+189.2%
+1,118.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.4% | -6.4% | +6.8% | +1.9% |
| 30D | +2.7% | -1.3% | +4.1% | +2.8% |
| 3M | -3.8% | -19.9% | +16.1% | +0.3% |
| 6M | +14.3% | -42.9% | +57.2% | +28.0% |
| YTD | +8.2% | -59.4% | +67.6% | +29.0% |
| 1Y | +11.0% | -56.8% | +67.8% | +30.0% |
| 3Y | +152.7% | -73.1% | +225.7% | +219.2% |
| 5Y | +130.8% | -70.1% | +200.9% | +178.0% |
| 10Y | +506.0% | +19.8% | +486.2% | +449.7% |
| All | +1,308.1% | +189.2% | +1,118.9% | +1,176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling