+46.3%
JPC vs SPY
+78.1%
-31.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -3.3% | +2.6% | -5.9% | -4.4% |
| 30D | +3.1% | -2.0% | +5.1% | +3.9% |
| 3M | -8.5% | -2.8% | -5.7% | -7.4% |
| 6M | -9.5% | +2.1% | -11.7% | -10.5% |
| YTD | -8.1% | +11.5% | -19.6% | -12.7% |
| 1Y | -6.7% | +13.5% | -20.1% | -11.9% |
| 3Y | +46.3% | +77.7% | -31.4% | +10.4% |
| All | +46.3% | +78.1% | -31.8% | +10.4% |
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