-78.3%
JMIA vs SPY
+188.5%
-266.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.5% |
| 7D | +7.0% | -0.6% | +7.6% | +8.3% |
| 30D | -12.1% | -3.7% | -8.4% | -4.5% |
| 3M | -8.0% | -2.7% | -5.3% | -2.2% |
| 6M | -29.0% | +2.2% | -31.1% | -31.7% |
| YTD | -55.8% | +10.8% | -66.6% | -63.8% |
| 1Y | -51.7% | +11.2% | -62.9% | -60.5% |
| 3Y | +118.2% | +76.5% | +41.7% | -28.4% |
| 5Y | -69.5% | +72.9% | -142.4% | -87.7% |
| All | -78.3% | +188.5% | -266.8% | -95.4% |
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