+1,144.9%
STX vs JPM
+152.1%
+992.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +7.3% |
| 7D | +10.7% | -0.4% | +11.1% | +10.9% |
| 30D | +11.3% | -1.1% | +12.4% | +11.8% |
| 3M | +3.2% | +14.1% | -10.9% | -4.6% |
| 6M | +157.0% | +23.3% | +133.7% | +126.3% |
| YTD | +229.2% | +11.3% | +217.9% | +207.2% |
| 1Y | +381.8% | +23.0% | +358.8% | +323.8% |
| 3Y | +1,383.2% | +162.6% | +1,220.6% | +737.1% |
| 5Y | +1,144.9% | +152.8% | +992.1% | +569.1% |
| All | +1,144.9% | +152.1% | +992.7% | +569.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling