+16,011.1%
STX vs JPM
+2,798.1%
+13,213.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.3% | +6.8% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +1.4% | -0.2% | +1.6% | +1.3% |
| 3M | -8.2% | +15.9% | -24.1% | -13.9% |
| 6M | +127.0% | +20.9% | +106.1% | +108.8% |
| YTD | +209.1% | +12.9% | +196.3% | +192.6% |
| 1Y | +365.4% | +20.3% | +345.1% | +328.3% |
| 3Y | +1,135.4% | +160.9% | +974.5% | +713.6% |
| 5Y | +991.5% | +154.8% | +836.7% | +619.9% |
| 10Y | +3,695.8% | +591.1% | +3,104.7% | +1,520.4% |
| All | +16,011.1% | +2,798.1% | +13,213.0% | +2,893.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling