+87.2%
JPEM vs SPY
+343.6%
-256.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.8% | +2.6% | -1.8% | -1.0% |
| 30D | -2.2% | -2.0% | -0.2% | -0.9% |
| 3M | -2.5% | -2.8% | +0.2% | -0.7% |
| 6M | -2.0% | +2.1% | -4.1% | -3.6% |
| YTD | +6.2% | +11.5% | -5.3% | -1.7% |
| 1Y | +7.7% | +13.5% | -5.8% | -1.6% |
| 3Y | +46.1% | +77.7% | -31.6% | -4.9% |
| 5Y | +36.1% | +72.6% | -36.5% | -10.6% |
| 10Y | +103.6% | +308.2% | -204.6% | -35.7% |
| All | +87.2% | +343.6% | -256.3% | -44.3% |
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