+100.6%
FJUL vs SPY
+158.8%
-58.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | -0.2% | -0.9% | +0.7% | +0.3% |
| 3M | +3.8% | +3.9% | -0.1% | +1.3% |
| 6M | +9.9% | +14.5% | -4.6% | +1.1% |
| YTD | +9.4% | +12.9% | -3.5% | +1.4% |
| 1Y | +13.6% | +19.4% | -5.8% | +1.7% |
| 3Y | +55.4% | +78.5% | -23.0% | +8.7% |
| 5Y | +72.9% | +81.8% | -8.9% | +17.8% |
| All | +100.6% | +158.8% | -58.1% | +12.6% |
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