+149.0%
FJP vs SPY
+651.8%
-502.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +1.7% | +0.1% | +1.7% | +1.7% |
| 3M | +2.6% | +2.0% | +0.6% | +1.4% |
| 6M | +1.5% | +13.0% | -11.5% | -5.9% |
| YTD | +17.5% | +13.5% | +3.9% | +8.6% |
| 1Y | +23.5% | +20.0% | +3.6% | +10.4% |
| 3Y | +69.6% | +77.2% | -7.6% | +18.4% |
| 5Y | +66.3% | +81.9% | -15.6% | +12.9% |
| 10Y | +108.6% | +314.1% | -205.5% | -16.8% |
| All | +149.0% | +651.8% | -502.8% | -22.3% |
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