-9.7%
JD vs SPXS
-30.2%
+20.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.9% | +2.1% |
| 7D | +9.0% | +2.2% | +6.8% | +9.5% |
| 30D | +5.2% | +3.8% | +1.4% | +6.1% |
| 3M | -15.9% | +3.3% | -19.2% | -15.1% |
| 6M | -7.7% | -16.7% | +9.0% | -11.3% |
| YTD | +0.1% | -28.5% | +28.6% | -7.1% |
| 1Y | -9.7% | -30.4% | +20.7% | -16.5% |
| All | -9.7% | -30.2% | +20.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling