+98.4%
JPEM vs SPY
+351.8%
-253.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +4.9% | +2.0% | +2.9% | +3.4% |
| 6M | +6.6% | +13.0% | -6.4% | -2.1% |
| YTD | +12.5% | +13.5% | -1.0% | +2.9% |
| 1Y | +21.1% | +20.0% | +1.1% | +6.5% |
| 3Y | +50.1% | +77.2% | -27.1% | -2.0% |
| 5Y | +40.6% | +81.9% | -41.3% | -11.4% |
| 10Y | +102.4% | +314.1% | -211.7% | -36.6% |
| All | +98.4% | +351.8% | -253.3% | -41.7% |
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