-65.0%
JMIA vs SPY
+82.0%
-147.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.5% |
| 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% | +0.6% |
| 6M | -8.3% | +13.0% | -21.3% | -32.5% |
| YTD | -41.6% | +13.5% | -55.2% | -57.2% |
| 1Y | -11.0% | +20.0% | -31.0% | -42.5% |
| 3Y | +133.7% | +77.2% | +56.5% | -45.2% |
| All | -65.0% | +82.0% | -147.0% | -90.7% |
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 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