+365.4%
STX vs JPM
+21.8%
+343.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.3% | +6.9% |
| 7D | +2.4% | +0.3% | +2.1% | +2.1% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | -8.2% | +15.9% | -24.1% | -16.0% |
| 6M | +127.0% | +20.9% | +106.1% | +100.7% |
| YTD | +209.1% | +12.9% | +196.3% | +184.3% |
| 1Y | +365.4% | +20.3% | +345.1% | +323.6% |
| All | +365.4% | +21.8% | +343.6% | +323.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling