+32.2%
JPST vs SPY
+269.8%
-237.5%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.1% | +3.3% | -3.4% | -0.1% |
| 30D | +0.2% | -2.7% | +2.9% | +0.3% |
| 3M | +0.6% | -1.7% | +2.4% | +0.6% |
| 6M | +1.6% | +3.1% | -1.5% | +1.5% |
| YTD | +2.8% | +11.9% | -9.1% | +2.6% |
| 1Y | +3.4% | +12.0% | -8.6% | +3.3% |
| 3Y | +15.3% | +78.2% | -62.9% | +14.4% |
| 5Y | +21.1% | +73.2% | -52.2% | +20.2% |
| All | +32.2% | +269.8% | -237.5% | +29.4% |
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