-79.1%
JMIA vs SPY
+190.2%
-269.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -4.6% |
| 7D | -2.9% | +2.6% | -5.5% | -8.0% |
| 30D | -7.9% | -2.0% | -6.0% | -3.6% |
| 3M | -14.0% | -2.8% | -11.3% | -8.5% |
| 6M | -30.7% | +2.1% | -32.8% | -33.2% |
| YTD | -57.3% | +11.5% | -68.8% | -65.4% |
| 1Y | -47.1% | +13.5% | -60.5% | -58.4% |
| 3Y | +112.4% | +77.7% | +34.7% | -31.3% |
| 5Y | -71.7% | +72.6% | -144.3% | -88.6% |
| All | -79.1% | +190.2% | -269.3% | -95.7% |
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