-61.6%
JD vs SPMO
+111.4%
-173.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | +5.2% | -2.6% | +7.8% | +6.2% |
| 30D | +4.5% | -14.2% | +18.7% | +13.0% |
| 3M | -15.4% | -12.7% | -2.7% | -9.8% |
| 6M | -6.0% | -9.6% | +3.5% | -4.2% |
| YTD | +2.2% | +9.3% | -7.1% | -9.5% |
| 1Y | -6.7% | +8.2% | -14.9% | -16.8% |
| 3Y | +20.5% | +119.4% | -98.9% | -44.0% |
| All | -61.6% | +111.4% | -173.1% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling