+583.6%
JPM vs SWKS
+30.1%
+553.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -1.9% |
| 7D | -0.4% | +11.8% | -12.2% | -3.5% |
| 30D | -1.1% | +6.7% | -7.9% | -3.0% |
| 3M | +14.1% | 0.0% | +14.1% | +13.1% |
| 6M | +23.3% | +38.7% | -15.4% | +9.5% |
| YTD | +11.3% | +21.4% | -10.1% | +2.3% |
| 1Y | +23.0% | +2.9% | +20.1% | +18.0% |
| 3Y | +162.6% | -16.4% | +179.0% | +153.7% |
| 5Y | +152.8% | -51.2% | +203.9% | +183.3% |
| 10Y | +583.6% | +31.0% | +552.6% | +421.3% |
| All | +583.6% | +30.1% | +553.5% | +421.3% |
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