+20.4%
JPST vs SPY
+81.8%
-61.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +0.2% | -0.9% | +1.2% | +0.2% |
| 3M | +0.9% | +3.9% | -3.0% | +0.9% |
| 6M | +1.7% | +14.5% | -12.8% | +1.7% |
| YTD | +2.3% | +12.9% | -10.6% | +2.3% |
| 1Y | +3.7% | +19.4% | -15.7% | +3.6% |
| 3Y | +15.8% | +78.5% | -62.6% | +15.7% |
| 5Y | +20.4% | +81.8% | -61.4% | +20.2% |
| All | +20.4% | +81.8% | -61.4% | +20.2% |
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