+91.0%
JGRO vs SPY
+95.6%
-4.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.3% |
| 7D | -0.8% | -0.8% | 0.0% | +0.1% |
| 30D | -2.4% | -1.1% | -1.3% | -1.2% |
| 3M | -1.2% | +3.9% | -5.1% | -5.3% |
| 6M | +6.6% | +13.6% | -7.0% | -7.8% |
| YTD | +1.2% | +12.7% | -11.5% | -11.6% |
| 1Y | +2.2% | +17.5% | -15.3% | -14.8% |
| 3Y | +64.7% | +76.9% | -12.2% | -13.1% |
| All | +91.0% | +95.6% | -4.6% | -9.6% |
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