+583.6%
JPM vs STRL
+7,463.3%
-6,879.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.7% | -2.0% |
| 7D | -0.4% | +10.1% | -10.5% | -2.2% |
| 30D | -1.1% | -8.2% | +7.1% | +0.1% |
| 3M | +14.1% | -43.7% | +57.8% | +24.9% |
| 6M | +23.3% | +27.1% | -3.8% | +9.4% |
| YTD | +11.3% | +64.0% | -52.7% | -7.5% |
| 1Y | +23.0% | +75.2% | -52.2% | -1.1% |
| 3Y | +162.6% | +539.9% | -377.4% | +42.7% |
| 5Y | +152.8% | +2,133.0% | -1,980.2% | -6.9% |
| 10Y | +583.6% | +7,178.3% | -6,594.6% | +76.1% |
| All | +583.6% | +7,463.3% | -6,879.6% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling