+10.5%
JIG vs SPY
+79.8%
-69.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | -1.7% | -2.0% | +0.3% | +0.2% |
| 30D | -1.4% | -1.7% | +0.2% | +0.1% |
| 3M | +3.9% | +4.7% | -0.8% | -0.2% |
| 6M | +7.5% | +12.5% | -5.0% | -2.8% |
| YTD | +13.9% | +11.7% | +2.1% | +3.6% |
| 1Y | +16.8% | +17.5% | -0.7% | +1.7% |
| 3Y | +58.8% | +76.6% | -17.8% | -5.0% |
| 5Y | +10.5% | +82.0% | -71.5% | -35.6% |
| All | +10.5% | +79.8% | -69.3% | -35.6% |
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 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