+164.7%
JLS vs SPY
+816.1%
-651.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +0.9% |
| 30D | +2.1% | -5.4% | +7.5% | +3.4% |
| 3M | -2.2% | -4.1% | +1.8% | -1.3% |
| 6M | -5.3% | +0.7% | -6.0% | -5.5% |
| YTD | -1.5% | +8.7% | -10.1% | -3.5% |
| 1Y | -2.6% | +10.9% | -13.4% | -5.1% |
| 3Y | +38.8% | +75.0% | -36.2% | +20.5% |
| 5Y | +21.6% | +67.8% | -46.1% | +6.0% |
| 10Y | +59.5% | +312.9% | -253.3% | +8.9% |
| All | +164.7% | +816.1% | -651.4% | +43.8% |
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