-89.0%
JFIN vs SPY
+195.8%
-284.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | -7.3% | +3.3% | -10.6% | -11.1% |
| 30D | +7.8% | -2.7% | +10.4% | +11.4% |
| 3M | -39.8% | -1.7% | -38.1% | -38.5% |
| 6M | -71.5% | +3.1% | -74.6% | -72.5% |
| YTD | -76.0% | +11.9% | -87.9% | -79.2% |
| 1Y | -84.8% | +12.0% | -96.8% | -86.8% |
| 3Y | -66.7% | +78.2% | -144.8% | -84.5% |
| 5Y | -54.2% | +73.2% | -127.4% | -77.8% |
| All | -89.0% | +195.8% | -284.8% | -97.7% |
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 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