+124.0%
JPM vs STRL
+779.4%
-655.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.2% |
| 7D | -0.8% | -26.9% | +26.2% | +2.2% |
| 30D | +1.5% | -52.7% | +54.2% | +9.7% |
| 3M | -5.7% | -52.8% | +47.2% | +1.7% |
| 6M | +7.2% | -71.5% | +78.7% | +21.4% |
| YTD | +5.8% | -17.4% | +23.2% | -0.7% |
| 1Y | +8.8% | -35.0% | +43.7% | +5.8% |
| 3Y | +147.4% | +239.2% | -91.8% | +66.4% |
| All | +124.0% | +779.4% | -655.4% | +3.7% |
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