+311.2%
SPY vs JPM
+595.2%
-284.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -2.3% | +0.4% | -0.9% |
| 30D | -1.7% | -2.3% | +0.7% | -0.6% |
| 3M | +4.7% | +14.9% | -10.1% | -2.0% |
| 6M | +12.5% | +23.6% | -11.1% | +1.6% |
| YTD | +11.7% | +11.3% | +0.4% | +5.6% |
| 1Y | +17.5% | +19.9% | -2.4% | +6.9% |
| 3Y | +76.6% | +162.6% | -86.0% | +9.3% |
| 5Y | +82.0% | +154.6% | -72.6% | +12.1% |
| All | +311.2% | +595.2% | -284.0% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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