-75.0%
JAGU vs SPY
+12.1%
-87.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | -0.3% |
| 7D | -2.9% | -0.7% | -2.2% | -1.1% |
| 30D | -14.5% | -1.0% | -13.5% | -12.5% |
| 3M | -38.7% | -0.3% | -38.3% | -38.9% |
| 6M | -56.1% | +7.3% | -63.5% | -67.2% |
| All | -75.0% | +12.1% | -87.1% | -88.6% |
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