+9.1%
JMSI vs SPY
+77.0%
-67.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | -1.6% | -0.9% | -0.7% | -1.6% |
| 3M | -2.2% | +3.9% | -6.0% | -2.3% |
| 6M | -1.9% | +14.5% | -16.4% | -2.5% |
| YTD | -1.0% | +12.9% | -13.9% | -1.5% |
| 1Y | +1.2% | +19.4% | -18.2% | +0.4% |
| 3Y | +10.5% | +78.5% | -67.9% | +5.9% |
| All | +9.1% | +77.0% | -67.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling