+72.2%
JMEE vs SPY
+99.4%
-27.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -0.6% | -0.4% | -0.3% | -0.3% |
| 30D | -3.7% | -1.4% | -2.3% | -2.3% |
| 3M | +1.2% | +3.7% | -2.5% | -2.4% |
| 6M | +12.1% | +13.0% | -0.9% | -0.9% |
| YTD | +17.6% | +12.4% | +5.2% | +4.6% |
| 1Y | +21.3% | +18.5% | +2.8% | +2.4% |
| 3Y | +57.4% | +77.6% | -20.2% | -11.0% |
| All | +72.2% | +99.4% | -27.2% | -14.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling