+264.5%
JMOM vs SPY
+239.5%
+25.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.2% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | -2.5% | -1.1% | -1.5% | -1.5% |
| 3M | +1.1% | +3.9% | -2.7% | -2.4% |
| 6M | +18.7% | +13.6% | +5.1% | +5.2% |
| YTD | +21.8% | +12.7% | +9.1% | +8.9% |
| 1Y | +23.3% | +17.5% | +5.8% | +5.9% |
| 3Y | +99.2% | +76.9% | +22.3% | +16.4% |
| 5Y | +90.0% | +83.6% | +6.4% | +7.7% |
| All | +264.5% | +239.5% | +25.0% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling