+163.8%
JPM vs SW
+19.6%
+144.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +0.3% | -5.1% | +5.4% | +1.1% |
| 30D | -0.2% | -4.6% | +4.4% | +0.5% |
| 3M | +15.9% | +9.4% | +6.5% | +13.7% |
| 6M | +20.9% | +3.5% | +17.4% | +19.3% |
| YTD | +12.9% | +22.0% | -9.1% | +8.0% |
| 1Y | +20.3% | +2.2% | +18.1% | +18.0% |
| All | +163.8% | +19.6% | +144.3% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling