+132.6%
JPM vs SUI
-27.8%
+160.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +1.6% | -3.8% | +5.4% | +2.6% |
| 30D | +3.4% | +3.9% | -0.5% | +2.3% |
| 3M | -5.7% | +0.2% | -5.9% | -5.9% |
| 6M | +13.5% | -4.2% | +17.7% | +14.3% |
| YTD | +8.4% | -2.5% | +11.0% | +8.6% |
| 1Y | +9.1% | -4.0% | +13.1% | +9.6% |
| 3Y | +149.5% | +16.5% | +133.0% | +133.6% |
| 5Y | +132.6% | -27.2% | +159.8% | +149.9% |
| All | +132.6% | -27.8% | +160.4% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling