+6,598.3%
JPM vs STM
+1,808.6%
+4,789.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.3% | -2.3% |
| 7D | -0.8% | -10.7% | +10.0% | +2.5% |
| 30D | +1.5% | -25.7% | +27.2% | +10.6% |
| 3M | -5.7% | -21.6% | +15.9% | +0.3% |
| 6M | +7.2% | -27.8% | +35.0% | +12.6% |
| YTD | +5.8% | +61.8% | -55.9% | -16.7% |
| 1Y | +8.8% | +78.1% | -69.3% | -17.2% |
| 3Y | +147.4% | +4.9% | +142.5% | +108.6% |
| 5Y | +125.3% | -14.3% | +139.6% | +94.6% |
| 10Y | +540.5% | +414.1% | +126.5% | +162.5% |
| All | +6,598.3% | +1,808.6% | +4,789.6% | +1,730.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling