+13.6%
JSCP vs SPY
+112.8%
-99.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | +0.3% | +2.0% | -1.7% | +0.3% |
| 6M | +0.3% | +13.0% | -12.7% | -0.2% |
| YTD | +1.0% | +13.5% | -12.5% | +0.5% |
| 1Y | +2.5% | +20.0% | -17.5% | +1.7% |
| 3Y | +17.4% | +77.2% | -59.8% | +14.3% |
| 5Y | +12.8% | +81.9% | -69.1% | +9.2% |
| All | +13.6% | +112.8% | -99.1% | +10.0% |
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