+32.3%
JD vs SPG
+114.5%
-82.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.0% | +3.1% | -7.1% | -4.6% |
| 30D | +2.7% | +16.4% | -13.8% | -0.4% |
| 3M | -13.0% | +7.1% | -20.1% | -14.2% |
| 6M | -12.7% | +16.1% | -28.8% | -15.4% |
| YTD | -0.8% | +30.4% | -31.2% | -6.2% |
| 1Y | -8.9% | +33.0% | -41.9% | -14.2% |
| 3Y | +17.0% | +134.6% | -117.6% | -1.5% |
| 5Y | -63.5% | +84.9% | -148.4% | -68.5% |
| All | +32.3% | +114.5% | -82.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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