-61.6%
JD vs SPMO
+149.2%
-210.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -3.0% | +2.7% | -5.7% | -4.5% |
| 30D | -19.3% | +1.1% | -20.4% | -20.0% |
| 3M | -6.0% | +2.0% | -8.1% | -9.0% |
| 6M | +1.8% | +26.5% | -24.7% | -16.2% |
| YTD | -2.6% | +26.5% | -29.1% | -19.8% |
| 1Y | -17.4% | +27.9% | -45.4% | -32.7% |
| 3Y | -8.6% | +160.4% | -169.0% | -61.5% |
| 5Y | -61.6% | +151.5% | -213.1% | -83.5% |
| All | -61.6% | +149.2% | -210.8% | -83.5% |
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