-100.0%
BJDX vs SPY
+73.2%
-173.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +11.1% | +2.6% | +8.5% | +9.3% |
| 30D | -17.1% | -2.0% | -15.1% | -16.0% |
| 3M | -38.4% | -2.8% | -35.7% | -37.3% |
| 6M | -63.3% | +2.1% | -65.5% | -63.9% |
| YTD | -75.5% | +11.5% | -87.0% | -77.1% |
| 1Y | -89.5% | +13.5% | -102.9% | -90.3% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +73.2% | -173.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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