+16.9%
JD vs SPXS
-99.5%
+116.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -1.9% |
| 7D | -3.0% | +1.2% | -4.2% | -2.5% |
| 30D | -19.3% | +5.2% | -24.5% | -17.9% |
| 3M | -6.0% | -9.2% | +3.1% | -8.7% |
| 6M | +1.8% | -29.6% | +31.4% | -8.7% |
| YTD | -2.6% | -27.6% | +25.1% | -11.3% |
| 1Y | -17.4% | -36.7% | +19.3% | -27.6% |
| 3Y | -8.6% | -79.8% | +71.2% | -41.4% |
| 5Y | -61.6% | -85.9% | +24.3% | -74.1% |
| 10Y | +16.9% | -99.5% | +116.4% | -66.3% |
| All | +16.9% | -99.5% | +116.4% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling