+63.3%
JPEF vs SPY
+72.0%
-8.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -1.5% | -2.0% | +0.5% | +0.4% |
| 30D | -2.5% | -1.7% | -0.9% | -1.0% |
| 3M | +3.7% | +4.7% | -1.0% | -0.8% |
| 6M | +7.5% | +12.5% | -5.0% | -4.0% |
| YTD | +7.5% | +11.7% | -4.2% | -3.3% |
| 1Y | +10.2% | +17.5% | -7.3% | -5.6% |
| 3Y | +67.0% | +76.6% | -9.6% | -5.1% |
| All | +63.3% | +72.0% | -8.7% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling