-84.0%
JACK vs SPY
+81.0%
-165.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -6.8% | -0.4% | -6.4% | -6.5% |
| 30D | -17.2% | -1.4% | -15.8% | -16.1% |
| 3M | +23.6% | +3.7% | +19.9% | +19.4% |
| 6M | +5.9% | +13.0% | -7.1% | -5.2% |
| YTD | -22.0% | +12.4% | -34.4% | -29.8% |
| 1Y | -25.9% | +18.5% | -44.4% | -36.3% |
| 3Y | -80.0% | +77.6% | -157.6% | -88.0% |
| 5Y | -84.0% | +81.7% | -165.7% | -90.9% |
| All | -84.0% | +81.0% | -165.0% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling