+883.3%
JOE vs SPY
+3,059.5%
-2,176.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | -3.4% | -1.4% | -2.1% | -2.3% |
| 3M | -2.3% | +3.7% | -6.0% | -5.5% |
| 6M | -8.2% | +13.0% | -21.2% | -17.8% |
| YTD | +8.3% | +12.4% | -4.1% | -2.6% |
| 1Y | +26.9% | +18.5% | +8.3% | +8.6% |
| 3Y | +11.3% | +77.6% | -66.3% | -33.3% |
| 5Y | +54.1% | +81.7% | -27.6% | -8.3% |
| 10Y | +265.7% | +319.7% | -53.9% | +7.6% |
| All | +883.3% | +3,059.5% | -2,176.2% | -7.2% |
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