+49.2%
JPC vs SPY
+77.4%
-28.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -4.5% | +0.1% | -4.6% | -4.5% |
| 3M | -4.1% | +2.0% | -6.1% | -5.0% |
| 6M | -6.0% | +13.0% | -19.0% | -11.1% |
| YTD | -3.7% | +13.5% | -17.2% | -9.2% |
| 1Y | -0.8% | +20.0% | -20.7% | -8.6% |
| All | +49.2% | +77.4% | -28.2% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling