+16.4%
JD vs SPMO
+514.3%
-498.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -15.4% | -0.7% | -14.7% | -15.2% |
| 3M | -5.0% | +2.8% | -7.9% | -9.6% |
| 6M | +0.9% | +24.4% | -23.5% | -19.1% |
| YTD | -2.5% | +24.2% | -26.7% | -21.8% |
| 1Y | -16.0% | +24.5% | -40.5% | -32.8% |
| 3Y | -8.5% | +155.6% | -164.1% | -63.6% |
| 5Y | -61.8% | +148.2% | -209.9% | -84.4% |
| All | +16.4% | +514.3% | -498.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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