+481.0%
JPM vs SWKS
+43.2%
+437.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | -1.2% |
| 7D | -2.5% | +5.7% | -8.2% | -3.9% |
| 30D | +2.7% | +17.3% | -14.6% | -1.7% |
| 3M | -4.7% | +28.3% | -32.9% | -12.0% |
| 6M | +15.6% | +26.1% | -10.5% | +5.6% |
| YTD | +8.6% | +41.1% | -32.5% | -5.2% |
| 1Y | +10.9% | +31.4% | -20.5% | -1.2% |
| 3Y | +149.9% | +7.3% | +142.6% | +121.9% |
| 5Y | +131.9% | -37.7% | +169.6% | +139.6% |
| 10Y | +481.0% | +46.0% | +435.0% | +333.4% |
| All | +481.0% | +43.2% | +437.8% | +333.4% |
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