+98.1%
JAZZ vs SPY
+318.9%
-220.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -1.3% |
| 30D | -3.0% | -1.7% | -1.4% | -1.8% |
| 3M | +4.7% | +4.7% | 0.0% | +0.9% |
| 6M | +29.3% | +12.5% | +16.8% | +17.8% |
| YTD | +41.5% | +11.7% | +29.7% | +29.6% |
| 1Y | +89.5% | +17.5% | +72.0% | +66.3% |
| 3Y | +76.3% | +76.6% | -0.3% | +11.1% |
| 5Y | +78.6% | +82.0% | -3.4% | +8.6% |
| All | +98.1% | +318.9% | -220.7% | -50.5% |
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