+18.1%
JNK vs SPY
+79.8%
-61.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | -0.6% | -1.7% | +1.1% | 0.0% |
| 3M | +0.5% | +4.7% | -4.2% | -1.1% |
| 6M | +1.5% | +12.5% | -11.0% | -2.5% |
| YTD | +1.7% | +11.7% | -10.0% | -2.2% |
| 1Y | +3.6% | +17.5% | -13.8% | -2.1% |
| 3Y | +26.2% | +76.6% | -50.4% | +1.5% |
| 5Y | +18.1% | +82.0% | -63.9% | -7.8% |
| All | +18.1% | +79.8% | -61.7% | -7.8% |
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