+23.0%
JPM vs STM
+95.2%
-72.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.4% | +5.2% | -5.6% | -0.7% |
| 30D | -1.1% | -7.4% | +6.2% | -0.7% |
| 3M | +14.1% | -30.6% | +44.8% | +16.0% |
| 6M | +23.3% | +66.4% | -43.1% | +12.6% |
| YTD | +11.3% | +101.1% | -89.9% | -0.9% |
| 1Y | +23.0% | +97.4% | -74.4% | +10.1% |
| All | +23.0% | +95.2% | -72.2% | +10.1% |
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