+1,972.8%
STX vs JPM
+481.5%
+1,491.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.6% |
| 7D | +14.6% | +3.5% | +11.1% | +12.6% |
| 30D | -26.0% | +3.3% | -29.2% | -27.1% |
| 3M | -42.6% | -4.2% | -38.4% | -41.5% |
| 6M | -35.3% | +16.4% | -51.7% | -40.7% |
| YTD | +92.5% | +9.5% | +83.0% | +81.9% |
| 1Y | +102.4% | +14.0% | +88.4% | +87.1% |
| 3Y | +673.8% | +153.1% | +520.8% | +362.5% |
| 5Y | +463.1% | +134.9% | +328.2% | +243.3% |
| All | +1,972.8% | +481.5% | +1,491.3% | +747.2% |
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