+166.9%
JRI vs SPY
+602.1%
-435.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -3.2% | +0.1% | -3.2% | -3.2% |
| 3M | -2.2% | +2.0% | -4.2% | -3.7% |
| 6M | -0.9% | +13.0% | -14.0% | -9.0% |
| YTD | -2.5% | +13.5% | -16.0% | -10.8% |
| 1Y | +1.7% | +20.0% | -18.3% | -10.5% |
| 3Y | +55.8% | +77.2% | -21.4% | +3.3% |
| 5Y | +26.7% | +81.9% | -55.2% | -18.3% |
| 10Y | +75.4% | +314.1% | -238.6% | -31.9% |
| All | +166.9% | +602.1% | -435.2% | -14.2% |
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 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