-34.6%
JJSF vs SPY
+67.0%
-101.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.4% |
| 7D | +8.7% | -4.7% | +13.4% | +10.2% |
| 30D | +14.7% | -5.9% | +20.6% | +16.7% |
| 3M | +8.7% | -4.5% | +13.2% | +10.1% |
| 6M | +9.9% | +1.8% | +8.1% | +8.9% |
| YTD | +3.9% | +8.3% | -4.4% | +0.7% |
| 1Y | +11.1% | +9.3% | +1.7% | +7.2% |
| 3Y | -38.0% | +74.9% | -112.9% | -50.9% |
| 5Y | -34.6% | +67.3% | -101.8% | -46.9% |
| All | -34.6% | +67.0% | -101.6% | -46.9% |
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 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