+20.7%
JPST vs SPY
+72.2%
-51.5%
-0.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | 0.0% | -3.7% | +3.6% | 0.0% |
| 3M | +0.4% | -2.7% | +3.1% | +0.4% |
| 6M | +1.3% | +2.2% | -0.9% | +1.3% |
| YTD | +2.5% | +10.8% | -8.4% | +2.4% |
| 1Y | +3.1% | +11.2% | -8.1% | +3.1% |
| 3Y | +15.0% | +76.5% | -61.5% | +14.8% |
| 5Y | +20.7% | +72.9% | -52.3% | +20.5% |
| All | +20.7% | +72.2% | -51.5% | +20.5% |
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 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