+465.0%
JPM vs STT
+198.3%
+266.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.5% | +4.8% | -1.3% | +0.6% |
| 30D | +3.3% | +3.9% | -0.7% | +0.8% |
| 3M | -4.2% | -8.2% | +4.0% | +0.7% |
| 6M | +16.4% | +15.6% | +0.8% | +6.1% |
| YTD | +9.5% | +37.6% | -28.1% | -10.8% |
| 1Y | +14.0% | +50.1% | -36.1% | -12.1% |
| 3Y | +153.1% | +183.1% | -30.0% | +29.8% |
| 5Y | +134.9% | +104.8% | +30.0% | +40.3% |
| All | +465.0% | +198.3% | +266.7% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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