-11.6%
JRSH vs SPY
+231.6%
-243.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -4.2% | -0.8% | -3.4% | -3.8% |
| 30D | -1.5% | -1.1% | -0.4% | -1.0% |
| 3M | +49.5% | +3.9% | +45.6% | +46.9% |
| 6M | +78.1% | +13.6% | +64.5% | +68.3% |
| YTD | +80.9% | +12.7% | +68.3% | +71.7% |
| 1Y | +63.5% | +17.5% | +46.0% | +52.3% |
| 3Y | +91.8% | +76.9% | +14.9% | +50.2% |
| 5Y | -8.8% | +83.6% | -92.3% | -30.4% |
| All | -11.6% | +231.6% | -243.2% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling