+92.7%
STX vs JPM
+10.2%
+82.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.6% | +9.8% |
| 7D | -1.0% | -2.5% | +1.5% | +0.7% |
| 30D | -26.8% | +2.7% | -29.5% | -27.3% |
| 3M | -32.7% | -4.7% | -28.0% | -30.6% |
| 6M | -33.7% | +15.6% | -49.3% | -40.1% |
| YTD | +101.0% | +8.6% | +92.4% | +87.9% |
| 1Y | +92.7% | +10.9% | +81.8% | +76.4% |
| All | +92.7% | +10.2% | +82.5% | +76.4% |
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