+27.3%
JRI vs SPY
+81.8%
-54.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +0.2% | +0.5% | -0.3% | -0.1% |
| 30D | -3.7% | -0.9% | -2.8% | -3.2% |
| 3M | +1.0% | +3.9% | -2.9% | -1.5% |
| 6M | +2.2% | +14.5% | -12.3% | -6.4% |
| YTD | -2.0% | +12.9% | -14.9% | -9.6% |
| 1Y | +1.0% | +19.4% | -18.4% | -10.1% |
| 3Y | +59.2% | +78.5% | -19.2% | +5.7% |
| 5Y | +27.3% | +81.8% | -54.4% | -18.5% |
| All | +27.3% | +81.8% | -54.4% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling