+34.4%
JD vs SPXS
-99.5%
+133.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | +0.1% |
| 7D | +5.2% | +0.4% | +4.8% | +5.5% |
| 30D | +4.5% | +10.8% | -6.3% | +8.6% |
| 3M | -15.4% | +9.6% | -25.1% | -12.3% |
| 6M | -6.0% | -4.7% | -1.3% | -6.8% |
| YTD | +2.2% | -24.6% | +26.7% | -5.3% |
| 1Y | -6.7% | -24.6% | +17.9% | -13.2% |
| 3Y | +20.5% | -79.8% | +100.3% | -23.2% |
| 5Y | -58.4% | -83.3% | +24.9% | -70.4% |
| All | +34.4% | -99.5% | +133.9% | -66.6% |
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