+72.8%
JPY vs SPY
+58.8%
+14.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.1% |
| 7D | +1.9% | +0.5% | +1.4% | +1.5% |
| 30D | +1.4% | -0.9% | +2.3% | +2.2% |
| 3M | +7.6% | +3.9% | +3.7% | +4.1% |
| 6M | +19.2% | +14.5% | +4.7% | +6.2% |
| YTD | +23.6% | +12.9% | +10.7% | +11.3% |
| 1Y | +27.0% | +19.4% | +7.7% | +9.9% |
| All | +72.8% | +58.8% | +14.0% | +26.5% |
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 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