-61.5%
JFIN vs SPY
+75.5%
-137.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.4% |
| 7D | -20.2% | -2.0% | -18.2% | -18.5% |
| 30D | -39.5% | -1.7% | -37.8% | -38.4% |
| 3M | -63.9% | +4.7% | -68.6% | -65.2% |
| 6M | -76.8% | +12.5% | -89.3% | -79.1% |
| YTD | -75.2% | +11.7% | -86.9% | -77.4% |
| 1Y | -86.6% | +17.5% | -104.1% | -88.3% |
| All | -61.5% | +75.5% | -137.0% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling