+249.2%
JACK vs SPY
+2,954.7%
-2,705.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | +8.2% | -2.7% | +10.9% | +10.8% |
| 30D | +14.9% | -5.4% | +20.3% | +20.6% |
| 3M | -18.9% | -4.1% | -14.8% | -16.0% |
| 6M | +3.4% | +0.7% | +2.7% | +2.3% |
| YTD | -25.6% | +8.7% | -34.3% | -30.7% |
| 1Y | -11.6% | +10.9% | -22.4% | -19.1% |
| 3Y | -77.6% | +75.0% | -152.6% | -86.3% |
| 5Y | -84.9% | +67.8% | -152.7% | -90.5% |
| 10Y | -82.1% | +312.9% | -395.0% | -94.7% |
| All | +249.2% | +2,954.7% | -2,705.6% | -74.7% |
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