+161.4%
JPM vs SYY
+27.8%
+133.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -2.3% | +1.5% | -3.9% | -2.7% |
| 30D | -2.3% | -2.3% | 0.0% | -1.9% |
| 3M | +14.9% | +5.5% | +9.4% | +13.4% |
| 6M | +23.6% | -1.0% | +24.6% | +23.2% |
| YTD | +11.3% | +14.1% | -2.8% | +6.1% |
| 1Y | +19.9% | +5.6% | +14.3% | +17.1% |
| All | +161.4% | +27.8% | +133.7% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling