-81.5%
JACK vs SPY
+311.3%
-392.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.5% | -5.5% |
| 7D | -3.0% | +0.5% | -3.6% | -3.6% |
| 30D | -13.8% | -0.9% | -12.8% | -12.9% |
| 3M | +30.9% | +3.9% | +27.0% | +25.8% |
| 6M | +4.6% | +14.5% | -9.9% | -8.8% |
| YTD | -20.0% | +12.9% | -32.9% | -29.1% |
| 1Y | -23.6% | +19.4% | -43.0% | -36.0% |
| 3Y | -79.5% | +78.5% | -158.0% | -88.7% |
| 5Y | -84.1% | +81.8% | -165.8% | -91.5% |
| 10Y | -81.5% | +311.5% | -393.0% | -95.0% |
| All | -81.5% | +311.3% | -392.8% | -95.0% |
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