-97.3%
JOB vs SPY
+3,045.4%
-3,142.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +15.8% | +3.3% | +12.5% | +14.2% |
| 30D | +4.8% | -2.7% | +7.4% | +6.1% |
| 3M | +10.0% | -1.7% | +11.7% | +10.9% |
| 6M | -8.3% | +3.1% | -11.4% | -9.8% |
| YTD | +10.0% | +11.9% | -1.9% | +4.4% |
| 1Y | +15.8% | +12.0% | +3.8% | +9.9% |
| 3Y | -60.0% | +78.2% | -138.2% | -69.4% |
| 5Y | -53.2% | +73.2% | -126.4% | -63.9% |
| 10Y | -95.2% | +309.6% | -404.8% | -97.3% |
| All | -97.3% | +3,045.4% | -3,142.7% | -99.3% |
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