-60.0%
JOB vs SPY
+78.7%
-138.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -7.7% | +0.5% | -8.2% | -8.0% |
| 30D | +20.0% | -0.9% | +20.9% | +20.6% |
| 3M | +4.3% | +3.9% | +0.5% | +2.3% |
| 6M | +4.3% | +14.5% | -10.2% | -2.8% |
| YTD | +20.0% | +12.9% | +7.1% | +12.8% |
| 1Y | +26.3% | +19.4% | +7.0% | +15.5% |
| 3Y | -60.0% | +78.5% | -138.5% | -68.1% |
| All | -60.0% | +78.7% | -138.7% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling