+10,478.8%
JPM vs SWKS
+9,235.4%
+1,243.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.0% |
| 7D | -0.8% | -6.2% | +5.4% | +0.2% |
| 30D | +1.5% | -1.5% | +3.0% | +1.6% |
| 3M | -5.7% | +23.0% | -28.6% | -9.2% |
| 6M | +7.2% | +27.6% | -20.4% | +1.8% |
| YTD | +5.8% | +32.3% | -26.5% | -0.6% |
| 1Y | +8.8% | +20.1% | -11.3% | +3.7% |
| 3Y | +147.4% | +0.6% | +146.8% | +136.3% |
| 5Y | +125.3% | -42.3% | +167.6% | +131.7% |
| 10Y | +540.5% | +35.9% | +504.6% | +466.2% |
| All | +10,478.8% | +9,235.4% | +1,243.4% | +4,606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling