-95.9%
JOB vs SPY
+318.9%
-414.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | 0.0% | -2.0% | +2.0% | +1.5% |
| 30D | +26.3% | -1.7% | +28.0% | +27.9% |
| 3M | +4.3% | +4.7% | -0.4% | +0.5% |
| 6M | +4.3% | +12.5% | -8.2% | -4.9% |
| YTD | +20.0% | +11.7% | +8.3% | +10.1% |
| 1Y | +26.3% | +17.5% | +8.8% | +11.4% |
| 3Y | -60.0% | +76.6% | -136.6% | -74.7% |
| 5Y | -52.9% | +82.0% | -135.0% | -71.3% |
| All | -95.9% | +318.9% | -414.7% | -98.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling