+1,515.0%
JPM vs XLF
+412.0%
+1,103.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | +0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | -1.1% | -0.5% | -0.6% | -0.6% |
| 3M | +14.1% | +10.6% | +3.5% | +1.7% |
| 6M | +23.3% | +14.3% | +9.0% | +6.0% |
| YTD | +11.3% | +5.5% | +5.7% | +4.9% |
| 1Y | +23.0% | +9.6% | +13.4% | +11.1% |
| 3Y | +162.6% | +75.2% | +87.4% | +40.0% |
| 5Y | +152.8% | +65.5% | +87.2% | +43.8% |
| 10Y | +583.6% | +246.4% | +337.2% | +70.4% |
| All | +1,515.0% | +412.0% | +1,103.0% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling