+590.9%
JPM vs SYY
+116.5%
+474.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -0.7% | +3.9% | -4.6% | -2.4% |
| 30D | -2.5% | -1.7% | -0.7% | -1.7% |
| 3M | +14.1% | +5.2% | +9.0% | +11.2% |
| 6M | +25.1% | -0.2% | +25.3% | +23.6% |
| YTD | +12.1% | +15.4% | -3.2% | +2.8% |
| 1Y | +18.8% | +5.6% | +13.2% | +13.3% |
| 3Y | +163.4% | +28.9% | +134.5% | +124.6% |
| 5Y | +156.5% | +24.1% | +132.5% | +119.2% |
| All | +590.9% | +116.5% | +474.3% | +355.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling