+302.1%
JLL vs SPY
+311.8%
-9.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.2% |
| 7D | -4.7% | -0.9% | -3.7% | -3.7% |
| 30D | +24.8% | -2.4% | +27.2% | +28.2% |
| 3M | +2.4% | -1.2% | +3.6% | +3.7% |
| 6M | +15.3% | +3.3% | +12.0% | +10.2% |
| YTD | +10.6% | +12.3% | -1.7% | -4.2% |
| 1Y | +20.6% | +12.4% | +8.2% | +4.3% |
| 3Y | +165.4% | +78.8% | +86.6% | +31.0% |
| 5Y | +39.5% | +75.2% | -35.7% | -28.1% |
| 10Y | +302.1% | +311.1% | -9.0% | -26.3% |
| All | +302.1% | +311.8% | -9.6% | -26.3% |
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