+62.5%
JLS vs SPY
+307.0%
-244.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | +1.4% | -2.0% | +3.4% | +1.9% |
| 3M | -3.4% | -2.8% | -0.6% | -2.8% |
| 6M | -7.0% | +2.1% | -9.1% | -7.5% |
| YTD | -1.9% | +11.5% | -13.4% | -4.5% |
| 1Y | -3.7% | +13.5% | -17.1% | -6.6% |
| 3Y | +41.3% | +77.7% | -36.4% | +22.2% |
| 5Y | +22.3% | +72.6% | -50.3% | +6.0% |
| All | +62.5% | +307.0% | -244.6% | +9.9% |
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 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