+590.9%
JPM vs XLY
+220.9%
+370.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -0.7% | -1.7% | +1.0% | +0.5% |
| 30D | -2.5% | -4.2% | +1.7% | +0.5% |
| 3M | +14.1% | -2.7% | +16.8% | +15.7% |
| 6M | +25.1% | -0.6% | +25.7% | +24.4% |
| YTD | +12.1% | -5.0% | +17.1% | +15.2% |
| 1Y | +18.8% | -4.1% | +22.9% | +20.8% |
| 3Y | +163.4% | +33.6% | +129.8% | +104.9% |
| 5Y | +156.5% | +28.7% | +127.8% | +97.8% |
| All | +590.9% | +220.9% | +370.0% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling