+30.4%
JFR vs SPY
+79.8%
-49.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.4% | -2.0% | +2.4% | +1.1% |
| 30D | -1.6% | -1.7% | +0.1% | -1.0% |
| 3M | +2.7% | +4.7% | -2.0% | +0.9% |
| 6M | +9.1% | +12.5% | -3.4% | +4.2% |
| YTD | +5.9% | +11.7% | -5.8% | +1.4% |
| 1Y | +3.3% | +17.5% | -14.2% | -3.0% |
| 3Y | +33.3% | +76.6% | -43.3% | +6.3% |
| 5Y | +30.4% | +82.0% | -51.6% | +2.4% |
| All | +30.4% | +79.8% | -49.4% | +2.4% |
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