+24.7%
JMUB vs SPY
+204.2%
-179.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | -2.7% | +3.3% | +0.8% |
| 30D | +4.4% | -5.4% | +9.7% | +4.6% |
| 3M | -0.1% | -4.1% | +4.0% | +0.1% |
| 6M | -0.4% | +0.7% | -1.1% | -0.4% |
| YTD | +0.5% | +8.7% | -8.1% | +0.1% |
| 1Y | +0.9% | +10.9% | -10.0% | +0.4% |
| 3Y | +13.4% | +75.0% | -61.6% | +10.2% |
| 5Y | +5.5% | +67.8% | -62.3% | +2.5% |
| All | +24.7% | +204.2% | -179.5% | +15.4% |
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