+118.2%
JMIA vs SPY
+78.4%
+39.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.2% |
| 3M | -8.0% | -2.7% | -5.3% | -2.0% |
| 6M | -29.0% | +2.2% | -31.1% | -31.9% |
| YTD | -55.8% | +10.8% | -66.6% | -64.3% |
| 1Y | -51.7% | +11.2% | -62.9% | -61.1% |
| 3Y | +118.2% | +76.5% | +41.7% | -34.1% |
| All | +118.2% | +78.4% | +39.8% | -34.1% |
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