+300.0%
JACK vs SPY
+3,091.8%
-2,791.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.8% | +6.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | -12.4% | +0.1% | -12.4% | -12.4% |
| 3M | +38.5% | +2.0% | +36.5% | +36.1% |
| 6M | +6.7% | +13.0% | -6.3% | -4.0% |
| YTD | -14.8% | +13.5% | -28.4% | -23.6% |
| 1Y | -16.9% | +20.0% | -36.9% | -29.0% |
| 3Y | -79.2% | +77.2% | -156.4% | -87.4% |
| 5Y | -83.1% | +81.9% | -164.9% | -90.1% |
| 10Y | -81.0% | +314.1% | -395.0% | -94.3% |
| All | +300.0% | +3,091.8% | -2,791.8% | -72.1% |
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