+163.1%
JPSE vs SPY
+304.9%
-141.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -0.8% |
| 30D | -3.2% | -1.1% | -2.2% | -2.2% |
| 3M | -0.1% | +3.9% | -4.0% | -4.0% |
| 6M | +12.1% | +13.6% | -1.5% | -1.6% |
| YTD | +17.8% | +12.7% | +5.1% | +4.3% |
| 1Y | +17.9% | +17.5% | +0.4% | 0.0% |
| 3Y | +52.7% | +76.9% | -24.2% | -14.7% |
| 5Y | +46.8% | +83.6% | -36.8% | -21.2% |
| All | +163.1% | +304.9% | -141.7% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling