+465.0%
JPM vs STM
+470.7%
-5.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +3.5% | +12.0% | -8.5% | +0.7% |
| 30D | +3.3% | -0.4% | +3.6% | +2.8% |
| 3M | -4.2% | -13.2% | +9.0% | -2.0% |
| 6M | +16.4% | -26.1% | +42.5% | +20.5% |
| YTD | +9.5% | +81.2% | -71.7% | -12.8% |
| 1Y | +14.0% | +98.3% | -84.3% | -11.6% |
| 3Y | +153.1% | +16.7% | +136.3% | +114.5% |
| 5Y | +134.9% | -4.8% | +139.7% | +103.6% |
| All | +465.0% | +470.7% | -5.7% | +186.9% |
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