+152.8%
JPM vs XLB
+35.6%
+117.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.7% |
| 7D | -0.4% | -0.2% | -0.2% | -0.2% |
| 30D | -1.1% | -1.7% | +0.6% | +0.1% |
| 3M | +14.1% | +4.4% | +9.8% | +10.2% |
| 6M | +23.3% | +5.0% | +18.3% | +18.3% |
| YTD | +11.3% | +15.5% | -4.2% | -1.2% |
| 1Y | +23.0% | +14.9% | +8.1% | +9.5% |
| 3Y | +162.6% | +34.5% | +128.0% | +104.7% |
| 5Y | +152.8% | +36.5% | +116.2% | +92.8% |
| All | +152.8% | +35.6% | +117.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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