+52.2%
JPME vs SPY
+82.3%
-30.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.0% |
| 30D | -2.7% | -1.1% | -1.6% | -1.8% |
| 3M | +1.4% | +3.9% | -2.5% | -1.8% |
| 6M | +9.5% | +13.6% | -4.1% | -1.7% |
| YTD | +15.8% | +12.7% | +3.2% | +4.7% |
| 1Y | +15.9% | +17.5% | -1.6% | +1.1% |
| 3Y | +52.8% | +76.9% | -24.1% | -6.7% |
| All | +52.2% | +82.3% | -30.0% | -10.8% |
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