-71.3%
JMIA vs SPY
+67.4%
-138.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +6.6% |
| 7D | +6.4% | -2.7% | +9.1% | +13.9% |
| 30D | -18.5% | -5.4% | -13.2% | -6.0% |
| 3M | -3.5% | -4.1% | +0.6% | +7.4% |
| 6M | -26.4% | +0.7% | -27.1% | -27.9% |
| YTD | -56.0% | +8.7% | -64.7% | -64.0% |
| 1Y | -47.1% | +10.9% | -57.9% | -58.6% |
| 3Y | +110.3% | +75.0% | +35.4% | -50.7% |
| All | -71.3% | +67.4% | -138.7% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling