-61.3%
JD vs SPXS
-85.9%
+24.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -1.5% |
| 7D | -0.8% | -1.5% | +0.8% | -1.3% |
| 30D | -16.0% | +3.7% | -19.7% | -15.0% |
| 3M | -3.2% | -9.6% | +6.4% | -6.1% |
| 6M | +6.1% | -32.4% | +38.5% | -6.2% |
| YTD | -0.1% | -28.7% | +28.5% | -9.5% |
| 1Y | -12.7% | -38.1% | +25.4% | -24.1% |
| 3Y | -6.3% | -80.1% | +73.8% | -41.2% |
| 5Y | -61.3% | -85.9% | +24.6% | -74.3% |
| All | -61.3% | -85.9% | +24.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling