-10.7%
JJSF vs SPY
+307.0%
-317.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -1.6% | +2.6% | -4.2% | -3.2% |
| 30D | +12.6% | -2.0% | +14.6% | +13.8% |
| 3M | -1.9% | -2.8% | +0.8% | -0.5% |
| 6M | +26.0% | +2.1% | +23.9% | +23.5% |
| YTD | +0.8% | +11.5% | -10.7% | -7.0% |
| 1Y | +11.2% | +13.5% | -2.2% | +1.3% |
| 3Y | -40.2% | +77.7% | -117.9% | -61.1% |
| 5Y | -35.7% | +72.6% | -108.3% | -57.9% |
| All | -10.7% | +307.0% | -317.7% | -74.3% |
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