-58.8%
JAGU vs SPY
+12.3%
-71.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +5.6% |
| 7D | -1.8% | +0.1% | -1.9% | -2.3% |
| 30D | +1.9% | +0.1% | +1.8% | +1.1% |
| 3M | -22.5% | +2.0% | -24.5% | -27.4% |
| 6M | -39.6% | +13.0% | -52.6% | -72.7% |
| All | -58.8% | +12.3% | -71.1% | -81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling