+86.1%
FJP vs SPY
+308.5%
-222.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +4.0% | +3.3% | +0.8% | +1.9% |
| 30D | -9.0% | -2.7% | -6.3% | -7.3% |
| 3M | -8.1% | -1.7% | -6.4% | -6.9% |
| 6M | -10.7% | +3.1% | -13.8% | -12.2% |
| YTD | +7.0% | +11.9% | -4.9% | -0.1% |
| 1Y | +8.0% | +12.0% | -3.9% | +0.8% |
| 3Y | +60.0% | +78.2% | -18.2% | +11.0% |
| 5Y | +57.2% | +73.2% | -16.1% | +10.0% |
| All | +86.1% | +308.5% | -222.4% | -30.1% |
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