+277.8%
JPC vs SPY
+1,220.4%
-942.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +1.9% |
| 7D | +2.0% | -2.7% | +4.7% | +4.0% |
| 30D | +7.9% | -5.4% | +13.3% | +12.2% |
| 3M | -5.7% | -4.1% | -1.6% | -3.0% |
| 6M | -7.1% | +0.7% | -7.8% | -7.9% |
| YTD | -5.0% | +8.7% | -13.6% | -10.9% |
| 1Y | -3.3% | +10.9% | -14.2% | -10.7% |
| 3Y | +50.1% | +75.0% | -24.9% | -2.4% |
| 5Y | +12.9% | +67.8% | -54.9% | -25.6% |
| 10Y | +70.9% | +312.9% | -241.9% | -45.4% |
| All | +277.8% | +1,220.4% | -942.5% | -43.6% |
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