+251.2%
JPUS vs SPY
+374.0%
-122.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -0.7% | -2.8% | +2.0% | +1.4% |
| 6M | +6.9% | +2.1% | +4.7% | +4.5% |
| YTD | +17.4% | +11.5% | +5.9% | +6.5% |
| 1Y | +19.4% | +13.5% | +6.0% | +6.7% |
| 3Y | +63.0% | +77.7% | -14.7% | -2.3% |
| 5Y | +54.3% | +72.6% | -18.3% | -5.8% |
| 10Y | +207.5% | +308.2% | -100.6% | -5.1% |
| All | +251.2% | +374.0% | -122.8% | +0.3% |
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