-53.4%
JKS vs SPY
+14.6%
-68.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.2% | +2.2% |
| 7D | +29.1% | -0.7% | +29.8% | +30.4% |
| 30D | +15.8% | -1.0% | +16.8% | +17.7% |
| 3M | -33.4% | -0.3% | -33.0% | -33.0% |
| 6M | -52.2% | +7.3% | -59.5% | -57.1% |
| YTD | -55.3% | +13.3% | -68.6% | -62.0% |
| 1Y | -53.4% | +14.8% | -68.2% | -60.9% |
| All | -53.4% | +14.6% | -68.0% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling