-52.8%
JILL vs SPY
+275.0%
-327.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +4.8% |
| 7D | +20.5% | -0.8% | +21.3% | +21.5% |
| 30D | +29.2% | -1.1% | +30.2% | +30.6% |
| 3M | +65.6% | +3.9% | +61.8% | +58.3% |
| 6M | +56.0% | +13.6% | +42.4% | +34.0% |
| YTD | +77.9% | +12.7% | +65.3% | +54.3% |
| 1Y | +34.5% | +17.5% | +17.0% | +11.0% |
| 3Y | -4.8% | +76.9% | -81.7% | -49.4% |
| 5Y | +41.7% | +83.6% | -41.9% | -28.5% |
| All | -52.8% | +275.0% | -327.7% | -89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling