+6,730.4%
JPM vs SUI
+4,037.5%
+2,692.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | -2.8% | +3.1% | +1.9% |
| 30D | -0.2% | -1.2% | +1.0% | +0.3% |
| 3M | +15.9% | -1.7% | +17.6% | +16.3% |
| 6M | +20.9% | -10.5% | +31.4% | +27.5% |
| YTD | +12.9% | -1.8% | +14.7% | +12.9% |
| 1Y | +20.3% | -4.1% | +24.4% | +21.5% |
| 3Y | +160.9% | +11.3% | +149.7% | +133.0% |
| 5Y | +154.8% | -32.1% | +186.9% | +191.1% |
| 10Y | +591.1% | +110.4% | +480.6% | +265.1% |
| All | +6,730.4% | +4,037.5% | +2,692.9% | +736.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling