+3.2%
JFLX vs SPY
+16.2%
-13.0%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -0.2% | -0.9% | +0.7% | -0.1% |
| 3M | +0.4% | +3.9% | -3.5% | -0.1% |
| 6M | +1.4% | +14.5% | -13.1% | -0.4% |
| YTD | +1.9% | +12.9% | -11.0% | +0.2% |
| All | +3.2% | +16.2% | -13.0% | +1.1% |
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