-100.0%
JDZG vs SPY
+48.0%
-148.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +1.8% |
| 7D | +17.3% | -2.0% | +19.3% | +16.6% |
| 30D | +25.6% | -1.7% | +27.3% | +25.0% |
| 3M | -92.9% | +4.7% | -97.7% | -92.8% |
| 6M | -89.1% | +12.5% | -101.6% | -88.9% |
| YTD | -98.3% | +11.7% | -110.0% | -98.2% |
| 1Y | -99.3% | +17.5% | -116.8% | -99.3% |
| All | -100.0% | +48.0% | -148.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling