-76.6%
JACK vs SPY
+78.1%
-154.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.2% |
| 7D | +4.7% | +2.6% | +2.1% | +2.1% |
| 30D | +25.4% | -2.0% | +27.4% | +27.7% |
| 3M | -21.4% | -2.8% | -18.6% | -19.3% |
| 6M | +15.3% | +2.1% | +13.2% | +12.3% |
| YTD | -22.2% | +11.5% | -33.7% | -30.5% |
| 1Y | -3.0% | +13.5% | -16.4% | -14.6% |
| 3Y | -76.6% | +77.7% | -154.3% | -87.2% |
| All | -76.6% | +78.1% | -154.7% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling