+76.8%
JAZZ vs SPY
+76.5%
+0.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -1.7% | -0.4% | -1.4% | -1.5% |
| 30D | -5.9% | -1.4% | -4.6% | -5.0% |
| 3M | +5.3% | +3.7% | +1.6% | +2.5% |
| 6M | +30.2% | +13.0% | +17.2% | +19.2% |
| YTD | +41.9% | +12.4% | +29.6% | +30.5% |
| 1Y | +87.7% | +18.5% | +69.2% | +65.7% |
| All | +76.8% | +76.5% | +0.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling