-86.6%
JFIN vs SPY
+200.1%
-286.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.3% |
| 7D | -19.0% | +0.1% | -19.2% | -19.1% |
| 30D | -38.6% | +0.1% | -38.7% | -38.7% |
| 3M | -57.8% | +2.0% | -59.8% | -58.6% |
| 6M | -72.8% | +13.0% | -85.9% | -76.8% |
| YTD | -70.7% | +13.5% | -84.2% | -75.0% |
| 1Y | -86.1% | +20.0% | -106.1% | -89.0% |
| 3Y | -61.8% | +77.2% | -139.0% | -82.2% |
| 5Y | -51.4% | +81.9% | -133.3% | -78.1% |
| All | -86.6% | +200.1% | -286.7% | -97.3% |
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