+155.3%
JPM vs SWKS
-53.5%
+208.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.7% |
| 7D | +0.3% | +12.5% | -12.2% | -2.2% |
| 30D | -0.2% | +10.5% | -10.7% | -2.4% |
| 3M | +15.9% | -7.4% | +23.3% | +17.0% |
| 6M | +20.9% | +32.7% | -11.7% | +11.3% |
| YTD | +12.9% | +19.2% | -6.3% | +6.2% |
| 1Y | +20.3% | +2.4% | +17.9% | +16.8% |
| 3Y | +160.9% | -25.6% | +186.6% | +161.2% |
| All | +155.3% | -53.5% | +208.8% | +185.5% |
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 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