+283.0%
JPC vs SPY
+1,279.6%
-996.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -4.5% | +0.1% | -4.6% | -4.6% |
| 3M | -4.1% | +2.0% | -6.1% | -5.6% |
| 6M | -6.0% | +13.0% | -19.0% | -14.0% |
| YTD | -3.7% | +13.5% | -17.2% | -12.3% |
| 1Y | -0.8% | +20.0% | -20.7% | -13.3% |
| 3Y | +49.6% | +77.2% | -27.6% | -3.4% |
| 5Y | +13.6% | +81.9% | -68.3% | -29.4% |
| 10Y | +58.7% | +314.1% | -255.4% | -49.2% |
| All | +283.0% | +1,279.6% | -996.6% | -44.5% |
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