+45.0%
JEMA vs SPY
+82.3%
-37.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.0% |
| 7D | -1.1% | -0.8% | -0.4% | -0.5% |
| 30D | +2.3% | -1.1% | +3.4% | +3.2% |
| 3M | +0.8% | +3.9% | -3.0% | -2.0% |
| 6M | +17.0% | +13.6% | +3.4% | +6.8% |
| YTD | +28.6% | +12.7% | +15.9% | +18.2% |
| 1Y | +38.4% | +17.5% | +20.9% | +23.5% |
| 3Y | +91.1% | +76.9% | +14.2% | +27.0% |
| All | +45.0% | +82.3% | -37.3% | -6.2% |
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