+1,520.5%
JPM vs XLK
+1,460.0%
+60.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | +2.3% | -2.7% | -2.2% |
| 30D | -1.4% | +0.8% | -2.2% | -2.3% |
| 3M | +13.9% | +4.1% | +9.9% | +8.7% |
| 6M | +23.5% | +34.8% | -11.2% | -5.5% |
| YTD | +11.6% | +30.8% | -19.2% | -12.8% |
| 1Y | +21.4% | +42.4% | -21.0% | -12.1% |
| 3Y | +163.4% | +121.8% | +41.6% | +26.7% |
| 5Y | +152.5% | +146.6% | +5.9% | +5.7% |
| 10Y | +592.1% | +804.3% | -212.1% | -13.2% |
| All | +1,520.5% | +1,460.0% | +60.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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