+32.5%
JD vs SPG
+117.2%
-84.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | +5.2% | +5.6% | -0.4% | +4.1% |
| 30D | +4.5% | +17.6% | -13.1% | +1.3% |
| 3M | -15.4% | +7.5% | -22.9% | -16.6% |
| 6M | -6.0% | +18.5% | -24.6% | -9.3% |
| YTD | +2.2% | +30.9% | -28.8% | -3.4% |
| 1Y | -6.7% | +34.1% | -40.8% | -12.2% |
| 3Y | +20.5% | +135.5% | -115.0% | +1.4% |
| 5Y | -58.4% | +86.5% | -145.0% | -64.2% |
| 10Y | +32.5% | +116.1% | -83.6% | +23.3% |
| All | +32.5% | +117.2% | -84.8% | +23.3% |
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