+7,046.2%
JPM vs STM
+2,285.7%
+4,760.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | +0.3% | +5.8% | -5.5% | -1.6% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | +15.9% | -33.3% | +49.1% | +28.1% |
| 6M | +20.9% | +57.4% | -36.4% | -1.4% |
| YTD | +12.9% | +102.2% | -89.3% | -16.2% |
| 1Y | +20.3% | +99.6% | -79.3% | -11.2% |
| 3Y | +160.9% | +14.5% | +146.4% | +116.9% |
| 5Y | +154.8% | +21.4% | +133.5% | +98.1% |
| 10Y | +591.1% | +695.0% | -103.9% | +146.5% |
| All | +7,046.2% | +2,285.7% | +4,760.5% | +1,742.6% |
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