-99.8%
JEM vs SPY
+28.8%
-128.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -6.6% |
| 7D | -10.5% | -0.9% | -9.6% | -9.3% |
| 30D | -32.7% | -2.4% | -30.4% | -30.4% |
| 3M | -43.6% | -1.2% | -42.5% | -42.4% |
| 6M | -83.5% | +3.3% | -86.8% | -83.9% |
| YTD | -94.6% | +12.3% | -106.9% | -95.5% |
| 1Y | -96.8% | +12.4% | -109.2% | -97.3% |
| All | -99.8% | +28.8% | -128.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling