+1,515.0%
JPM vs XLI
+1,115.6%
+399.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -0.4% | +1.0% | -1.4% | -1.5% |
| 30D | -1.1% | -5.8% | +4.7% | +5.9% |
| 3M | +14.1% | +0.7% | +13.4% | +12.5% |
| 6M | +23.3% | +3.2% | +20.1% | +17.6% |
| YTD | +11.3% | +13.0% | -1.8% | -4.8% |
| 1Y | +23.0% | +16.8% | +6.2% | +1.0% |
| 3Y | +162.6% | +72.4% | +90.1% | +34.9% |
| 5Y | +152.8% | +82.8% | +70.0% | +19.8% |
| 10Y | +583.6% | +252.4% | +331.2% | +44.6% |
| All | +1,515.0% | +1,115.6% | +399.4% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling