+10,568.9%
JPM vs SWKS
+9,124.1%
+1,444.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.9% |
| 7D | -1.8% | -9.2% | +7.4% | -0.4% |
| 30D | +1.8% | -1.9% | +3.7% | +2.0% |
| 3M | -5.6% | +21.2% | -26.9% | -9.0% |
| 6M | +10.1% | +12.9% | -2.8% | +6.4% |
| YTD | +6.7% | +30.7% | -24.0% | +0.4% |
| 1Y | +10.3% | +14.1% | -3.8% | +6.0% |
| 3Y | +151.4% | -1.7% | +153.1% | +141.0% |
| 5Y | +127.3% | -43.0% | +170.3% | +134.1% |
| 10Y | +546.0% | +34.3% | +511.7% | +472.1% |
| All | +10,568.9% | +9,124.1% | +1,444.8% | +4,655.7% |
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