+3,036.2%
SPY vs JPM
+6,620.8%
-3,584.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | +2.6% | +3.5% | -0.9% | +1.3% |
| 30D | -2.0% | +3.3% | -5.2% | -3.1% |
| 3M | -2.8% | -4.2% | +1.4% | -1.4% |
| 6M | +2.1% | +16.4% | -14.3% | -3.6% |
| YTD | +11.5% | +9.5% | +2.0% | +7.2% |
| 1Y | +13.5% | +14.0% | -0.6% | +7.4% |
| 3Y | +77.7% | +153.1% | -75.4% | +24.9% |
| 5Y | +72.6% | +134.9% | -62.3% | +23.4% |
| 10Y | +308.2% | +485.7% | -177.6% | +105.1% |
| All | +3,036.2% | +6,620.8% | -3,584.6% | +473.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling