+110.3%
JMIA vs SPY
+75.1%
+35.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +6.7% |
| 7D | +6.4% | -2.7% | +9.1% | +13.0% |
| 30D | -18.5% | -5.4% | -13.2% | -7.6% |
| 3M | -3.5% | -4.1% | +0.6% | +6.1% |
| 6M | -26.4% | +0.7% | -27.1% | -27.4% |
| YTD | -56.0% | +8.7% | -64.7% | -62.9% |
| 1Y | -47.1% | +10.9% | -57.9% | -57.0% |
| 3Y | +110.3% | +75.0% | +35.4% | -35.5% |
| All | +110.3% | +75.1% | +35.3% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling