+128.0%
JPIN vs SPY
+358.5%
-230.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +1.3% | +0.5% | +0.7% | +0.8% |
| 30D | +0.6% | -0.9% | +1.5% | +1.3% |
| 3M | +7.3% | +3.9% | +3.4% | +4.2% |
| 6M | +9.4% | +14.5% | -5.1% | -1.0% |
| YTD | +15.4% | +12.9% | +2.4% | +5.4% |
| 1Y | +20.4% | +19.4% | +1.1% | +5.5% |
| 3Y | +71.5% | +78.5% | -7.0% | +9.4% |
| 5Y | +54.1% | +81.8% | -27.6% | -4.2% |
| 10Y | +113.6% | +311.5% | -198.0% | -33.7% |
| All | +128.0% | +358.5% | -230.4% | -34.6% |
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