-55.3%
JILL vs SPY
+271.8%
-327.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.4% |
| 7D | +17.5% | -2.0% | +19.5% | +20.0% |
| 30D | +20.0% | -1.7% | +21.6% | +22.0% |
| 3M | +68.7% | +4.7% | +64.0% | +59.9% |
| 6M | +45.4% | +12.5% | +32.9% | +26.2% |
| YTD | +68.3% | +11.7% | +56.5% | +47.2% |
| 1Y | +32.7% | +17.5% | +15.2% | +9.6% |
| 3Y | -8.4% | +76.6% | -84.9% | -51.2% |
| 5Y | +34.0% | +82.0% | -48.0% | -31.8% |
| All | -55.3% | +271.8% | -327.1% | -89.9% |
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