+11,186.3%
JPM vs STT
+7,372.9%
+3,813.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | -0.2% | +3.9% | -4.0% | -2.5% |
| 3M | +15.9% | +20.0% | -4.1% | +3.9% |
| 6M | +20.9% | +55.3% | -34.4% | -7.2% |
| YTD | +12.9% | +53.3% | -40.5% | -13.0% |
| 1Y | +20.3% | +74.7% | -54.4% | -14.4% |
| 3Y | +160.9% | +205.8% | -44.9% | +31.3% |
| 5Y | +154.8% | +145.0% | +9.8% | +39.3% |
| 10Y | +591.1% | +266.0% | +325.1% | +184.1% |
| All | +11,186.3% | +7,372.9% | +3,813.3% | +838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling