-100.0%
JDZG vs SPY
+49.3%
-149.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.6% |
| 7D | +13.3% | -0.8% | +14.0% | +13.0% |
| 30D | +9.7% | -1.1% | +10.8% | +9.4% |
| 3M | -93.0% | +3.9% | -96.9% | -92.9% |
| 6M | -88.0% | +13.6% | -101.6% | -87.8% |
| YTD | -98.3% | +12.7% | -110.9% | -98.2% |
| 1Y | -99.3% | +17.5% | -116.9% | -99.3% |
| All | -100.0% | +49.3% | -149.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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