+15.6%
JAJL vs SPY
+42.2%
-26.6%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.2% |
| 30D | -0.1% | -1.7% | +1.6% | +0.1% |
| 3M | +1.5% | +4.7% | -3.2% | +1.0% |
| 6M | +3.3% | +12.5% | -9.2% | +2.0% |
| YTD | +3.8% | +11.7% | -7.9% | +2.5% |
| 1Y | +5.7% | +17.5% | -11.8% | +3.8% |
| All | +15.6% | +42.2% | -26.6% | +11.3% |
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