-100.0%
BJDX vs SPY
+74.0%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.7% |
| 7D | +18.9% | +3.3% | +15.7% | +16.6% |
| 30D | -21.7% | -2.7% | -19.0% | -20.3% |
| 3M | -38.0% | -1.7% | -36.2% | -37.3% |
| 6M | -63.6% | +3.1% | -66.7% | -64.4% |
| YTD | -75.6% | +11.9% | -87.5% | -77.2% |
| 1Y | -89.9% | +12.0% | -101.9% | -90.6% |
| 3Y | -100.0% | +78.2% | -178.2% | -100.0% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +74.0% | -174.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling