+10.9%
JPM vs SWKS
+30.3%
-19.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | 0.0% |
| 7D | -2.5% | +5.7% | -8.2% | -2.9% |
| 30D | +2.7% | +17.3% | -14.6% | +1.5% |
| 3M | -4.7% | +28.3% | -32.9% | -6.7% |
| 6M | +15.6% | +26.1% | -10.5% | +12.3% |
| YTD | +8.6% | +41.1% | -32.5% | +2.8% |
| 1Y | +10.9% | +31.4% | -20.5% | +7.5% |
| All | +10.9% | +30.3% | -19.4% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling