+155.3%
JPM vs STRL
+2,010.6%
-1,855.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.7% |
| 7D | +0.3% | +3.4% | -3.1% | -0.2% |
| 30D | -0.2% | -9.2% | +9.1% | +0.8% |
| 3M | +15.9% | -51.0% | +66.9% | +25.4% |
| 6M | +20.9% | +15.8% | +5.2% | +12.6% |
| YTD | +12.9% | +58.9% | -46.0% | -0.9% |
| 1Y | +20.3% | +68.5% | -48.2% | +3.1% |
| 3Y | +160.9% | +485.2% | -324.3% | +67.5% |
| All | +155.3% | +2,010.6% | -1,855.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling