-99.5%
JEM vs SPY
+28.9%
-128.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.8% |
| 7D | -5.0% | -0.4% | -4.6% | -4.7% |
| 30D | +0.7% | -1.4% | +2.1% | +2.2% |
| 3M | -77.4% | +3.7% | -81.1% | -78.1% |
| 6M | -82.6% | +13.0% | -95.6% | -85.5% |
| YTD | -90.2% | +12.4% | -102.6% | -91.8% |
| 1Y | -97.4% | +18.5% | -116.0% | -97.5% |
| All | -99.5% | +28.9% | -128.5% | -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 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