+2,909.0%
J vs SPY
+3,027.0%
-118.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +2.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.3% |
| 30D | +12.4% | -3.3% | +15.7% | +16.5% |
| 3M | +8.1% | -2.4% | +10.5% | +10.9% |
| 6M | +32.8% | +2.6% | +30.2% | +29.0% |
| YTD | +19.0% | +11.2% | +7.8% | +6.1% |
| 1Y | +3.1% | +13.4% | -10.3% | -9.9% |
| 3Y | +46.7% | +79.9% | -33.2% | -21.7% |
| 5Y | +36.4% | +72.2% | -35.8% | -24.6% |
| 10Y | +275.0% | +307.3% | -32.3% | -17.6% |
| All | +2,909.0% | +3,027.0% | -118.0% | +87.9% |
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