-100.0%
JAGX vs SPY
+335.8%
-435.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -12.3% |
| 7D | -54.0% | -2.0% | -52.1% | -53.0% |
| 30D | -59.3% | -1.7% | -57.6% | -58.5% |
| 3M | -88.4% | +4.7% | -93.1% | -88.8% |
| 6M | -98.1% | +12.5% | -110.6% | -98.2% |
| YTD | -99.0% | +11.7% | -110.7% | -99.1% |
| 1Y | -99.6% | +17.5% | -117.0% | -99.6% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| 10Y | -100.0% | +317.1% | -417.1% | -100.0% |
| All | -100.0% | +335.8% | -435.8% | -100.0% |
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