-89.2%
JFIN vs SPY
+194.7%
-283.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | -4.2% | +2.6% | -6.8% | -7.3% |
| 30D | +13.2% | -2.0% | +15.2% | +15.9% |
| 3M | -40.4% | -2.8% | -37.7% | -38.2% |
| 6M | -69.6% | +2.1% | -71.7% | -70.2% |
| YTD | -76.4% | +11.5% | -87.9% | -79.4% |
| 1Y | -84.6% | +13.5% | -98.0% | -86.8% |
| 3Y | -66.8% | +77.7% | -144.5% | -84.5% |
| 5Y | -54.8% | +72.6% | -127.5% | -78.0% |
| All | -89.2% | +194.7% | -283.9% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling