+506.0%
JPM vs SWKS
+37.5%
+468.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +0.4% | -2.7% | +3.2% | +1.1% |
| 30D | +2.7% | +8.5% | -5.8% | +0.4% |
| 3M | -3.8% | +17.3% | -21.1% | -9.0% |
| 6M | +14.3% | +25.1% | -10.8% | +4.6% |
| YTD | +8.2% | +33.3% | -25.1% | -4.0% |
| 1Y | +11.0% | +22.9% | -11.9% | +0.8% |
| 3Y | +152.7% | +5.5% | +147.1% | +124.8% |
| 5Y | +130.8% | -41.9% | +172.7% | +143.2% |
| 10Y | +506.0% | +32.4% | +473.5% | +363.6% |
| All | +506.0% | +37.5% | +468.5% | +363.6% |
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