-45.6%
JKS vs SPY
+76.5%
-122.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -2.2% | -0.4% | -1.9% | -1.9% |
| 30D | -28.0% | -1.4% | -26.6% | -26.8% |
| 3M | -27.7% | +3.7% | -31.4% | -30.7% |
| 6M | -45.0% | +13.0% | -58.0% | -52.2% |
| YTD | -48.9% | +12.4% | -61.3% | -55.1% |
| 1Y | -46.1% | +18.5% | -64.6% | -55.1% |
| All | -45.6% | +76.5% | -122.2% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling