+16.1%
JPM vs STRL
-30.1%
+46.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.5% | +25.6% | +5.0% |
| 7D | +3.8% | -27.1% | +30.8% | +4.9% |
| 30D | +6.5% | -45.8% | +52.3% | +9.2% |
| 3M | -1.0% | -47.6% | +46.6% | +1.5% |
| 6M | +15.5% | -46.4% | +62.0% | +16.8% |
| YTD | +11.4% | -7.4% | +18.8% | +5.0% |
| 1Y | +16.1% | -25.9% | +41.9% | +12.2% |
| All | +16.1% | -30.1% | +46.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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