+63.5%
JRSH vs SPY
+18.1%
+45.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.7% |
| 30D | -1.5% | -1.1% | -0.4% | -0.8% |
| 3M | +49.5% | +3.9% | +45.6% | +44.9% |
| 6M | +78.1% | +13.6% | +64.5% | +62.1% |
| YTD | +80.9% | +12.7% | +68.3% | +66.3% |
| 1Y | +63.5% | +17.5% | +46.0% | +49.6% |
| All | +63.5% | +18.1% | +45.3% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling