-95.8%
JOB vs SPY
+3,091.8%
-3,187.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +14.3% | +0.1% | +14.2% | +14.2% |
| 3M | +4.3% | +2.0% | +2.4% | +3.3% |
| 6M | 0.0% | +13.0% | -13.0% | -5.6% |
| YTD | +20.0% | +13.5% | +6.5% | +13.1% |
| 1Y | +26.3% | +20.0% | +6.3% | +16.1% |
| 3Y | -60.0% | +77.2% | -137.2% | -69.3% |
| 5Y | -54.7% | +81.9% | -136.6% | -65.8% |
| 10Y | -95.5% | +314.1% | -409.6% | -97.5% |
| All | -95.8% | +3,091.8% | -3,187.6% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling