+141.4%
JMIA vs SPY
+77.4%
+64.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.4% |
| 7D | +5.0% | +0.1% | +4.9% | +4.7% |
| 30D | +24.2% | +0.1% | +24.1% | +24.2% |
| 3M | +5.0% | +2.0% | +3.1% | +1.2% |
| 6M | -8.3% | +13.0% | -21.3% | -30.0% |
| YTD | -41.6% | +13.5% | -55.2% | -55.5% |
| 1Y | -11.0% | +20.0% | -31.0% | -39.1% |
| All | +141.4% | +77.4% | +64.0% | -35.3% |
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