+16.1%
JPM vs STM
+92.4%
-76.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.1% | +10.2% | +4.5% |
| 7D | +3.8% | -6.0% | +9.8% | +4.1% |
| 30D | +6.5% | -20.9% | +27.4% | +7.8% |
| 3M | -1.0% | -15.8% | +14.7% | -0.3% |
| 6M | +15.5% | -17.0% | +32.6% | +13.1% |
| YTD | +11.4% | +76.8% | -65.4% | -4.5% |
| 1Y | +16.1% | +96.5% | -80.4% | -3.4% |
| All | +16.1% | +92.4% | -76.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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