+481.0%
JPM vs SUI
+120.9%
+360.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -2.5% | -2.4% | 0.0% | -1.7% |
| 30D | +2.7% | +3.3% | -0.6% | +1.4% |
| 3M | -4.7% | +0.7% | -5.4% | -5.2% |
| 6M | +15.6% | -4.1% | +19.7% | +16.5% |
| YTD | +8.6% | -1.8% | +10.4% | +8.5% |
| 1Y | +10.9% | -4.1% | +14.9% | +11.6% |
| 3Y | +149.9% | +17.4% | +132.5% | +128.8% |
| 5Y | +131.9% | -27.0% | +159.0% | +150.9% |
| 10Y | +481.0% | +121.2% | +359.8% | +448.2% |
| All | +481.0% | +120.9% | +360.1% | +448.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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