+210.0%
JQC vs SPY
+1,093.3%
-883.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +0.4% | -0.9% | +1.4% | +1.0% |
| 3M | +3.0% | +3.9% | -0.9% | +0.2% |
| 6M | +5.3% | +14.5% | -9.2% | -4.0% |
| YTD | +3.5% | +12.9% | -9.4% | -4.9% |
| 1Y | -1.3% | +19.4% | -20.7% | -12.7% |
| 3Y | +34.2% | +78.5% | -44.3% | -10.9% |
| 5Y | +27.6% | +81.8% | -54.1% | -18.3% |
| 10Y | +69.4% | +311.5% | -242.1% | -43.3% |
| All | +210.0% | +1,093.3% | -883.3% | -52.1% |
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