+122.6%
FJP vs SPY
+633.8%
-511.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -4.4% | -0.6% | -3.8% | -3.9% |
| 30D | -11.3% | -3.7% | -7.6% | -9.0% |
| 3M | -8.2% | -2.7% | -5.5% | -6.4% |
| 6M | -10.4% | +2.2% | -12.6% | -11.4% |
| YTD | +5.0% | +10.8% | -5.8% | -1.2% |
| 1Y | +6.2% | +11.2% | -5.0% | -0.3% |
| 3Y | +57.0% | +76.5% | -19.5% | +10.1% |
| 5Y | +57.5% | +72.9% | -15.5% | +10.6% |
| 10Y | +80.3% | +304.8% | -224.5% | -26.9% |
| All | +122.6% | +633.8% | -511.2% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling