-95.9%
JOB vs SPY
+321.4%
-417.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +20.0% | -1.4% | +21.4% | +21.2% |
| 3M | +4.3% | +3.7% | +0.6% | +1.3% |
| 6M | +4.3% | +13.0% | -8.7% | -5.2% |
| YTD | +20.0% | +12.4% | +7.6% | +9.6% |
| 1Y | +26.3% | +18.5% | +7.8% | +10.7% |
| 3Y | -60.0% | +77.6% | -137.6% | -74.8% |
| 5Y | -52.9% | +81.7% | -134.6% | -71.2% |
| All | -95.9% | +321.4% | -417.3% | -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 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