+154.6%
JPM vs XLI
+78.7%
+75.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | -2.3% | -2.3% | -0.1% | -0.3% |
| 30D | -2.3% | -8.2% | +5.8% | +5.4% |
| 3M | +14.9% | +0.8% | +14.1% | +13.5% |
| 6M | +23.6% | +0.8% | +22.8% | +21.7% |
| YTD | +11.3% | +10.5% | +0.8% | +0.3% |
| 1Y | +19.9% | +14.1% | +5.8% | +4.8% |
| 3Y | +162.6% | +68.6% | +94.0% | +59.0% |
| 5Y | +154.6% | +80.4% | +74.2% | +43.9% |
| All | +154.6% | +78.7% | +75.9% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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