+2,108.4%
STX vs JPM
+484.0%
+1,624.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.6% | +9.8% |
| 7D | -1.0% | -2.5% | +1.5% | +0.8% |
| 30D | -26.8% | +2.7% | -29.5% | -27.7% |
| 3M | -32.7% | -4.7% | -28.0% | -31.1% |
| 6M | -33.7% | +15.6% | -49.3% | -39.1% |
| YTD | +101.0% | +8.6% | +92.4% | +90.9% |
| 1Y | +92.7% | +10.9% | +81.8% | +81.0% |
| 3Y | +708.7% | +149.9% | +558.8% | +386.7% |
| 5Y | +504.0% | +131.9% | +372.1% | +270.8% |
| 10Y | +2,108.4% | +481.0% | +1,627.3% | +782.0% |
| All | +2,108.4% | +484.0% | +1,624.4% | +782.0% |
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