+61.1%
JOUT vs SPY
+315.0%
-254.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +12.0% | -3.3% | +15.4% | +15.1% |
| 3M | +0.1% | -2.4% | +2.5% | +2.0% |
| 6M | -5.4% | +2.6% | -8.0% | -7.8% |
| YTD | +16.1% | +11.2% | +4.9% | +5.5% |
| 1Y | +26.5% | +13.4% | +13.1% | +13.1% |
| 3Y | +8.7% | +79.9% | -71.2% | -34.9% |
| 5Y | -51.2% | +72.2% | -123.4% | -69.7% |
| 10Y | +61.1% | +307.3% | -246.3% | -63.0% |
| All | +61.1% | +315.0% | -254.0% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling