+166.6%
JPM vs STM
+23.1%
+143.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | +0.3% | +5.8% | -5.5% | -0.4% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | +15.9% | -33.3% | +49.1% | +20.5% |
| 6M | +20.9% | +57.4% | -36.4% | +9.8% |
| YTD | +12.9% | +102.2% | -89.3% | -1.8% |
| 1Y | +20.3% | +99.6% | -79.3% | +4.3% |
| All | +166.6% | +23.1% | +143.5% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling