-8.1%
JJSF vs SPY
+315.0%
-323.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -2.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +9.8% | -3.3% | +13.1% | +11.9% |
| 3M | -2.2% | -2.4% | +0.3% | -0.9% |
| 6M | +19.3% | +2.6% | +16.7% | +16.7% |
| YTD | +1.5% | +11.2% | -9.7% | -6.2% |
| 1Y | +13.1% | +13.4% | -0.3% | +3.0% |
| 3Y | -39.6% | +79.9% | -119.5% | -61.1% |
| 5Y | -35.5% | +72.2% | -107.7% | -57.6% |
| 10Y | -8.1% | +307.3% | -315.4% | -72.7% |
| All | -8.1% | +315.0% | -323.1% | -72.7% |
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