+154.6%
JPM vs SYY
+20.0%
+134.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -2.3% | +1.5% | -3.9% | -2.8% |
| 30D | -2.3% | -2.3% | 0.0% | -1.6% |
| 3M | +14.9% | +5.5% | +9.4% | +12.5% |
| 6M | +23.6% | -1.0% | +24.6% | +23.0% |
| YTD | +11.3% | +14.1% | -2.8% | +4.1% |
| 1Y | +19.9% | +5.6% | +14.3% | +15.6% |
| 3Y | +162.6% | +27.9% | +134.7% | +128.6% |
| 5Y | +154.6% | +22.7% | +131.9% | +120.7% |
| All | +154.6% | +20.0% | +134.6% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling