+12,505.5%
JPM vs STRL
+19,359.6%
-6,854.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.3% |
| 7D | +0.3% | +3.4% | -3.1% | 0.0% |
| 30D | -0.2% | -9.2% | +9.1% | +0.4% |
| 3M | +15.9% | -51.0% | +66.9% | +20.8% |
| 6M | +20.9% | +15.8% | +5.2% | +17.6% |
| YTD | +12.9% | +58.9% | -46.0% | +7.2% |
| 1Y | +20.3% | +68.5% | -48.2% | +13.3% |
| 3Y | +160.9% | +485.2% | -324.3% | +122.1% |
| 5Y | +154.8% | +2,005.1% | -1,850.3% | +98.1% |
| 10Y | +591.1% | +7,118.0% | -6,526.9% | +391.6% |
| All | +12,505.5% | +19,359.6% | -6,854.1% | +9,243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling