+20.3%
JPM vs SYY
+1.0%
+19.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | +0.3% | -2.3% | +2.6% | +0.4% |
| 30D | -0.2% | -4.9% | +4.8% | +0.1% |
| 3M | +15.9% | +8.4% | +7.5% | +15.1% |
| 6M | +20.9% | -7.4% | +28.3% | +20.6% |
| YTD | +12.9% | +11.0% | +1.9% | +11.2% |
| 1Y | +20.3% | -0.2% | +20.5% | +19.0% |
| All | +20.3% | +1.0% | +19.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling