+66.3%
JMEE vs SPY
+92.8%
-26.5%
-25.4%
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% | 0.0% |
| 7D | -2.3% | -2.7% | +0.4% | +0.3% |
| 30D | -1.7% | -5.4% | +3.7% | +3.8% |
| 3M | -6.2% | -4.1% | -2.1% | -2.3% |
| 6M | -1.9% | +0.7% | -2.6% | -2.8% |
| YTD | +13.5% | +8.7% | +4.8% | +4.3% |
| 1Y | +17.9% | +10.9% | +7.0% | +6.2% |
| 3Y | +57.9% | +75.0% | -17.1% | -9.5% |
| All | +66.3% | +92.8% | -26.5% | -14.9% |
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