-99.6%
JEM vs SPY
+28.1%
-127.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.1% |
| 7D | -8.4% | -2.0% | -6.4% | -6.4% |
| 30D | -3.4% | -1.7% | -1.8% | -1.6% |
| 3M | -83.0% | +4.7% | -87.7% | -83.5% |
| 6M | -82.3% | +12.5% | -94.9% | -85.2% |
| YTD | -90.7% | +11.7% | -102.4% | -92.3% |
| 1Y | -97.1% | +17.5% | -114.6% | -97.1% |
| All | -99.6% | +28.1% | -127.7% | -99.4% |
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