+32.0%
JEMA vs SPY
+107.2%
-75.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | +5.7% | +3.3% | +2.4% | +3.0% |
| 30D | -7.9% | -2.7% | -5.2% | -5.7% |
| 3M | -8.3% | -1.7% | -6.5% | -6.8% |
| 6M | -6.8% | +3.1% | -9.9% | -8.5% |
| YTD | +15.3% | +11.9% | +3.4% | +6.8% |
| 1Y | +16.2% | +12.0% | +4.2% | +7.5% |
| 3Y | +76.0% | +78.2% | -2.2% | +16.5% |
| 5Y | +30.4% | +73.2% | -42.9% | -12.0% |
| All | +32.0% | +107.2% | -75.2% | -23.9% |
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