+60.2%
JPC vs SPY
+311.3%
-251.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -0.5% | +0.5% | -1.1% | -0.9% |
| 30D | -4.4% | -0.9% | -3.4% | -3.9% |
| 3M | -3.7% | +3.9% | -7.6% | -6.0% |
| 6M | -4.7% | +14.5% | -19.2% | -12.4% |
| YTD | -3.7% | +12.9% | -16.6% | -10.8% |
| 1Y | -1.2% | +19.4% | -20.6% | -11.6% |
| 3Y | +50.6% | +78.5% | -27.9% | +2.9% |
| 5Y | +14.6% | +81.8% | -67.1% | -23.6% |
| 10Y | +60.2% | +311.5% | -251.3% | -40.2% |
| All | +60.2% | +311.3% | -251.1% | -40.2% |
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 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