+3.2%
JMTG vs SPY
+24.1%
-20.9%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | -1.2% | -1.7% | +0.5% | -1.0% |
| 3M | -1.0% | +4.7% | -5.7% | -1.4% |
| 6M | -1.9% | +12.5% | -14.4% | -2.8% |
| YTD | -0.6% | +11.7% | -12.4% | -1.5% |
| 1Y | +0.7% | +17.5% | -16.8% | 0.0% |
| All | +3.2% | +24.1% | -20.9% | +3.0% |
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