+479.1%
JPM vs SWKS
+31.8%
+447.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.2% | -3.1% | +4.4% | +2.0% |
| 30D | +2.7% | +8.3% | -5.6% | +0.5% |
| 3M | -4.5% | +20.2% | -24.7% | -10.2% |
| 6M | +14.3% | +24.9% | -10.6% | +4.6% |
| YTD | +8.2% | +33.2% | -24.9% | -4.0% |
| 1Y | +10.0% | +23.6% | -13.6% | -0.3% |
| 3Y | +149.0% | +1.3% | +147.7% | +124.6% |
| 5Y | +131.0% | -40.6% | +171.6% | +141.6% |
| 10Y | +479.1% | +35.3% | +443.8% | +338.1% |
| All | +479.1% | +31.8% | +447.2% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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