+11,026.4%
JPM vs SU
+61,690.9%
-50,664.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.3% | +1.7% | -4.0% | -2.4% |
| 30D | -2.3% | +9.6% | -12.0% | -2.4% |
| 3M | +14.9% | +11.7% | +3.2% | +14.9% |
| 6M | +23.6% | +21.9% | +1.7% | +23.6% |
| YTD | +11.3% | +58.6% | -47.4% | +11.2% |
| 1Y | +19.9% | +66.5% | -46.6% | +19.8% |
| 3Y | +162.6% | +121.4% | +41.2% | +162.2% |
| 5Y | +154.6% | +355.7% | -201.1% | +154.0% |
| 10Y | +589.9% | +264.2% | +325.7% | +588.3% |
| All | +11,026.4% | +61,690.9% | -50,664.5% | +10,910.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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