+3,621.5%
STX vs JPM
+588.2%
+3,033.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.2% |
| 7D | +9.6% | -0.4% | +10.0% | +9.7% |
| 30D | +10.6% | -1.4% | +12.0% | +11.3% |
| 3M | +4.8% | +13.9% | -9.2% | -2.6% |
| 6M | +137.3% | +23.5% | +113.7% | +110.6% |
| YTD | +222.5% | +11.6% | +210.8% | +202.0% |
| 1Y | +366.2% | +21.4% | +344.9% | +317.0% |
| 3Y | +1,352.9% | +163.4% | +1,189.5% | +747.9% |
| 5Y | +1,077.4% | +152.5% | +924.9% | +590.1% |
| 10Y | +3,621.5% | +592.1% | +3,029.4% | +1,131.1% |
| All | +3,621.5% | +588.2% | +3,033.3% | +1,131.1% |
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 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