+1,311.1%
JPM vs STLA
+152.6%
+1,158.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +1.2% |
| 7D | +1.6% | -13.1% | +14.7% | +4.8% |
| 30D | +3.4% | -13.3% | +16.7% | +6.5% |
| 3M | -5.7% | -27.9% | +22.2% | +0.7% |
| 6M | +13.5% | -47.8% | +61.4% | +29.6% |
| YTD | +8.4% | -64.6% | +73.0% | +33.2% |
| 1Y | +9.1% | -64.0% | +73.0% | +33.1% |
| 3Y | +149.5% | -76.8% | +226.3% | +225.9% |
| 5Y | +132.6% | -74.2% | +206.8% | +189.3% |
| 10Y | +480.0% | -5.4% | +485.4% | +449.1% |
| All | +1,311.1% | +152.6% | +1,158.6% | +1,217.5% |
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 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