+583.6%
JPM vs STM
+653.6%
-70.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.4% | +5.2% | -5.6% | -1.6% |
| 30D | -1.1% | -7.4% | +6.2% | +0.5% |
| 3M | +14.1% | -30.6% | +44.8% | +22.4% |
| 6M | +23.3% | +66.4% | -43.1% | +3.0% |
| YTD | +11.3% | +101.1% | -89.9% | -12.5% |
| 1Y | +23.0% | +97.4% | -74.4% | -3.6% |
| 3Y | +162.6% | +21.1% | +141.4% | +123.8% |
| 5Y | +152.8% | +22.5% | +130.3% | +105.1% |
| 10Y | +583.6% | +657.6% | -74.0% | +242.0% |
| All | +583.6% | +653.6% | -70.0% | +242.0% |
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