+506.0%
JPM vs STM
+433.9%
+72.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +0.7% |
| 7D | +0.4% | -5.6% | +6.0% | +1.5% |
| 30D | +2.7% | -14.4% | +17.2% | +6.0% |
| 3M | -3.8% | -20.5% | +16.6% | +0.4% |
| 6M | +14.3% | -24.5% | +38.8% | +17.3% |
| YTD | +8.2% | +72.7% | -64.5% | -12.7% |
| 1Y | +11.0% | +91.0% | -80.1% | -13.1% |
| 3Y | +152.7% | +13.5% | +139.1% | +115.4% |
| 5Y | +130.8% | -9.2% | +140.0% | +102.3% |
| 10Y | +506.0% | +422.5% | +83.4% | +247.3% |
| All | +506.0% | +433.9% | +72.1% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling