-83.3%
JACK vs SPY
+308.5%
-391.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.7% |
| 7D | -1.8% | +3.3% | -5.1% | -5.0% |
| 30D | +13.7% | -2.7% | +16.4% | +16.8% |
| 3M | -25.0% | -1.7% | -23.3% | -23.8% |
| 6M | +3.7% | +3.1% | +0.6% | 0.0% |
| YTD | -25.8% | +11.9% | -37.6% | -33.7% |
| 1Y | -7.1% | +12.0% | -19.1% | -17.1% |
| 3Y | -77.3% | +78.2% | -155.4% | -87.5% |
| 5Y | -84.6% | +73.2% | -157.9% | -91.4% |
| All | -83.3% | +308.5% | -391.8% | -95.4% |
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