+160.3%
JRI vs SPY
+591.9%
-431.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +1.2% | +3.3% | -2.1% | -1.0% |
| 30D | +11.0% | -2.7% | +13.7% | +12.9% |
| 3M | -5.8% | -1.7% | -4.1% | -4.8% |
| 6M | -6.0% | +3.1% | -9.1% | -8.2% |
| YTD | -4.9% | +11.9% | -16.8% | -12.2% |
| 1Y | -4.8% | +12.0% | -16.8% | -12.2% |
| 3Y | +59.5% | +78.2% | -18.7% | +5.1% |
| 5Y | +27.4% | +73.2% | -45.8% | -15.0% |
| 10Y | +88.5% | +309.6% | -221.1% | -26.4% |
| All | +160.3% | +591.9% | -431.6% | -15.6% |
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