+132.6%
JPM vs SWKS
-36.1%
+168.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | +1.6% | +10.9% | -9.2% | -0.4% |
| 30D | +3.4% | +17.6% | -14.2% | +0.2% |
| 3M | -5.7% | +29.2% | -34.9% | -11.1% |
| 6M | +13.5% | +37.0% | -23.4% | +4.5% |
| YTD | +8.4% | +44.9% | -36.5% | -2.5% |
| 1Y | +9.1% | +33.8% | -24.8% | -0.1% |
| 3Y | +149.5% | +10.2% | +139.3% | +124.2% |
| 5Y | +132.6% | -37.0% | +169.6% | +128.7% |
| All | +132.6% | -36.1% | +168.7% | +128.7% |
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