+18.6%
JSI vs SPY
+80.3%
-61.7%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | -1.1% | -1.1% | -0.1% | -1.1% |
| 3M | -0.6% | +3.9% | -4.5% | -0.7% |
| 6M | -0.2% | +13.6% | -13.8% | -0.5% |
| YTD | +0.6% | +12.7% | -12.1% | +0.3% |
| 1Y | +2.6% | +17.5% | -14.9% | +2.2% |
| All | +18.6% | +80.3% | -61.7% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling