+114.0%
JAZZ vs SPY
+307.0%
-193.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +2.9% | +2.6% | +0.3% | +0.9% |
| 30D | +15.2% | -2.0% | +17.2% | +16.9% |
| 3M | -1.7% | -2.8% | +1.0% | +0.3% |
| 6M | +4.0% | +2.1% | +1.8% | +1.9% |
| YTD | +42.1% | +11.5% | +30.6% | +30.3% |
| 1Y | +70.5% | +13.5% | +57.0% | +53.9% |
| 3Y | +98.0% | +77.7% | +20.3% | +24.6% |
| 5Y | +73.1% | +72.6% | +0.5% | +10.5% |
| All | +114.0% | +307.0% | -193.0% | -35.2% |
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