+2,377.5%
JJSF vs SPY
+3,091.8%
-714.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | +14.5% | +2.0% | +12.5% | +12.7% |
| 6M | -0.4% | +13.0% | -13.4% | -8.5% |
| YTD | -5.0% | +13.5% | -18.6% | -13.2% |
| 1Y | -19.5% | +20.0% | -39.4% | -29.2% |
| 3Y | -44.2% | +77.2% | -121.3% | -62.6% |
| 5Y | -41.4% | +81.9% | -123.3% | -62.2% |
| 10Y | -18.6% | +314.1% | -332.6% | -69.4% |
| All | +2,377.5% | +3,091.8% | -714.3% | +258.7% |
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 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