+74.0%
JMEE vs SPY
+100.3%
-26.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +1.1% | +0.5% | +0.6% | +0.6% |
| 30D | -3.2% | -0.9% | -2.2% | -2.3% |
| 3M | +3.0% | +3.9% | -0.9% | -0.9% |
| 6M | +14.2% | +14.5% | -0.3% | -0.3% |
| YTD | +18.7% | +12.9% | +5.8% | +5.1% |
| 1Y | +21.7% | +19.4% | +2.4% | +2.0% |
| 3Y | +59.0% | +78.5% | -19.5% | -10.5% |
| All | +74.0% | +100.3% | -26.4% | -14.2% |
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