+154.6%
JPM vs XLF
+62.9%
+91.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -2.3% | -2.9% | +0.5% | +0.9% |
| 30D | -2.3% | -1.6% | -0.7% | -0.6% |
| 3M | +14.9% | +9.3% | +5.6% | +4.0% |
| 6M | +23.6% | +14.6% | +9.0% | +6.2% |
| YTD | +11.3% | +4.7% | +6.6% | +5.9% |
| 1Y | +19.9% | +8.6% | +11.3% | +9.6% |
| 3Y | +162.6% | +73.9% | +88.7% | +45.7% |
| 5Y | +154.6% | +65.0% | +89.6% | +50.4% |
| All | +154.6% | +62.9% | +91.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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