-61.3%
JD vs SPG
+102.5%
-163.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -1.7% | -2.4% | +0.7% | -0.6% |
| 30D | -13.2% | -6.8% | -6.3% | -10.5% |
| 3M | -3.2% | +2.7% | -5.9% | -4.8% |
| 6M | +15.2% | +5.5% | +9.8% | +11.6% |
| YTD | +2.0% | +15.7% | -13.7% | -5.6% |
| 1Y | -5.4% | +20.9% | -26.2% | -14.5% |
| 3Y | -9.1% | +112.4% | -121.5% | -40.4% |
| All | -61.3% | +102.5% | -163.8% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling