-87.2%
JOBX vs SPY
+19.3%
-106.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +6.7% |
| 7D | +5.0% | +0.5% | +4.5% | +1.3% |
| 30D | -38.5% | -0.9% | -37.6% | -34.6% |
| 3M | -56.5% | +3.9% | -60.4% | -63.8% |
| 6M | -62.3% | +14.5% | -76.8% | -79.7% |
| YTD | -82.6% | +12.9% | -95.5% | -89.5% |
| All | -87.2% | +19.3% | -106.5% | -93.7% |
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