-32.0%
JANX vs SPY
+93.4%
-125.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -4.5% |
| 7D | -15.5% | -0.8% | -14.7% | -14.5% |
| 30D | +2.6% | -1.1% | +3.6% | +4.0% |
| 3M | +25.2% | +3.9% | +21.3% | +17.6% |
| 6M | +21.4% | +13.6% | +7.8% | -0.1% |
| YTD | +23.9% | +12.7% | +11.2% | +3.4% |
| 1Y | -31.9% | +17.5% | -49.4% | -46.8% |
| 3Y | +59.4% | +76.9% | -17.5% | -33.6% |
| 5Y | -38.3% | +83.6% | -121.9% | -73.8% |
| All | -32.0% | +93.4% | -125.4% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling