-50.9%
JFIN vs SPY
+81.0%
-131.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.8% |
| 7D | -17.1% | -0.4% | -16.8% | -16.8% |
| 30D | -40.0% | -1.4% | -38.6% | -39.1% |
| 3M | -61.4% | +3.7% | -65.1% | -62.6% |
| 6M | -75.7% | +13.0% | -88.7% | -78.4% |
| YTD | -74.1% | +12.4% | -86.5% | -76.8% |
| 1Y | -86.2% | +18.5% | -104.7% | -88.2% |
| 3Y | -62.6% | +77.6% | -140.2% | -78.3% |
| 5Y | -50.9% | +81.7% | -132.6% | -69.9% |
| All | -50.9% | +81.0% | -131.9% | -69.9% |
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 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