+11,983.1%
JPM vs STRL
+11,482.4%
+500.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.2% | -19.8% | +21.0% | +2.4% |
| 30D | +2.7% | -43.6% | +46.3% | +6.2% |
| 3M | -4.5% | -45.2% | +40.8% | -1.2% |
| 6M | +14.3% | -65.7% | +80.0% | +21.2% |
| YTD | +8.2% | -5.4% | +13.6% | +5.8% |
| 1Y | +10.0% | -24.7% | +34.7% | +9.0% |
| 3Y | +149.0% | +335.0% | -186.1% | +115.4% |
| 5Y | +131.0% | +915.3% | -784.3% | +87.5% |
| 10Y | +479.1% | +3,877.5% | -3,398.4% | +326.1% |
| All | +11,983.1% | +11,482.4% | +500.7% | +9,119.5% |
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