-99.7%
JEM vs SPY
+27.9%
-127.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.5% |
| 7D | +8.2% | +2.6% | +5.6% | +4.4% |
| 30D | -17.9% | -2.0% | -15.9% | -15.6% |
| 3M | -41.9% | -2.8% | -39.2% | -39.6% |
| 6M | -82.9% | +2.1% | -85.0% | -83.0% |
| YTD | -94.1% | +11.5% | -105.6% | -95.0% |
| 1Y | -96.6% | +13.5% | -110.0% | -97.0% |
| All | -99.7% | +27.9% | -127.6% | -99.6% |
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