+206.6%
JPUS vs SPY
+307.0%
-100.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.3% | +2.6% | -0.3% | +0.1% |
| 30D | +3.3% | -2.0% | +5.2% | +4.9% |
| 3M | -0.7% | -2.8% | +2.0% | +1.5% |
| 6M | +6.9% | +2.1% | +4.7% | +4.5% |
| YTD | +17.4% | +11.5% | +5.9% | +6.2% |
| 1Y | +19.4% | +13.5% | +6.0% | +6.4% |
| 3Y | +63.0% | +77.7% | -14.7% | -3.8% |
| 5Y | +54.3% | +72.6% | -18.3% | -7.2% |
| All | +206.6% | +307.0% | -100.4% | -18.2% |
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 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