+163.4%
JLS vs SPY
+834.3%
-670.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +0.3% | -3.7% | +4.0% | +1.1% |
| 3M | -2.9% | -2.7% | -0.2% | -2.4% |
| 6M | -7.3% | +2.2% | -9.5% | -7.9% |
| YTD | -1.9% | +10.8% | -12.8% | -4.4% |
| 1Y | -3.3% | +11.2% | -14.6% | -5.9% |
| 3Y | +41.1% | +76.5% | -35.4% | +22.3% |
| 5Y | +22.1% | +72.9% | -50.8% | +5.7% |
| 10Y | +62.9% | +304.8% | -241.9% | +11.7% |
| All | +163.4% | +834.3% | -670.9% | +42.4% |
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