-99.5%
JEM vs SPY
+29.5%
-129.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -6.1% | -0.9% | -5.2% | -5.2% |
| 3M | -78.2% | +3.9% | -82.1% | -78.9% |
| 6M | -77.7% | +14.5% | -92.2% | -81.5% |
| YTD | -89.9% | +12.9% | -102.8% | -91.7% |
| 1Y | -94.0% | +19.4% | -113.3% | -94.0% |
| All | -99.5% | +29.5% | -129.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling