+124.0%
JPM vs SWKS
-42.6%
+166.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.1% |
| 7D | -0.8% | -6.2% | +5.4% | +0.4% |
| 30D | +1.5% | -1.5% | +3.0% | +1.7% |
| 3M | -5.7% | +23.0% | -28.6% | -10.3% |
| 6M | +7.2% | +27.6% | -20.4% | -0.1% |
| YTD | +5.8% | +32.3% | -26.5% | -3.2% |
| 1Y | +8.8% | +20.1% | -11.3% | +1.8% |
| 3Y | +147.4% | +0.6% | +146.8% | +126.3% |
| All | +124.0% | -42.6% | +166.6% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling