+155.3%
JPM vs SUI
-32.0%
+187.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | -2.8% | +3.1% | +1.0% |
| 30D | -0.2% | -1.2% | +1.0% | +0.1% |
| 3M | +15.9% | -1.7% | +17.6% | +16.1% |
| 6M | +20.9% | -10.5% | +31.4% | +24.1% |
| YTD | +12.9% | -1.8% | +14.7% | +13.0% |
| 1Y | +20.3% | -4.1% | +24.4% | +21.0% |
| 3Y | +160.9% | +11.3% | +149.7% | +148.3% |
| All | +155.3% | -32.0% | +187.3% | +176.4% |
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