+487.4%
STX vs JPM
+131.4%
+356.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.5% | +8.5% |
| 7D | -14.8% | +0.4% | -15.2% | -14.8% |
| 30D | -35.4% | +2.7% | -38.1% | -36.2% |
| 3M | -37.7% | -3.8% | -33.8% | -36.4% |
| 6M | -35.2% | +14.3% | -49.5% | -40.5% |
| YTD | +84.4% | +8.2% | +76.2% | +74.6% |
| 1Y | +82.3% | +11.0% | +71.3% | +70.1% |
| 3Y | +646.2% | +152.7% | +493.6% | +329.7% |
| 5Y | +487.4% | +130.8% | +356.6% | +238.4% |
| All | +487.4% | +131.4% | +356.0% | +238.4% |
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 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