+71.4%
JMEE vs SPY
+97.3%
-26.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +0.7% | -3.3% | +4.1% | +4.1% |
| 3M | -4.6% | -2.4% | -2.2% | -2.4% |
| 6M | +1.9% | +2.6% | -0.7% | -0.8% |
| YTD | +17.0% | +11.2% | +5.7% | +5.0% |
| 1Y | +20.1% | +13.4% | +6.7% | +5.8% |
| 3Y | +65.8% | +79.9% | -14.1% | -7.5% |
| All | +71.4% | +97.3% | -26.0% | -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 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