+38.6%
JSM vs SPY
+307.0%
-268.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.7% | +2.6% | -4.3% | -3.1% |
| 30D | -5.1% | -2.0% | -3.2% | -4.1% |
| 3M | -11.7% | -2.8% | -8.9% | -10.4% |
| 6M | -14.7% | +2.1% | -16.9% | -16.0% |
| YTD | -19.7% | +11.5% | -31.2% | -24.9% |
| 1Y | -13.2% | +13.5% | -26.6% | -19.6% |
| 3Y | +6.9% | +77.7% | -70.8% | -26.1% |
| 5Y | -14.8% | +72.6% | -87.4% | -40.8% |
| All | +38.6% | +307.0% | -268.4% | -47.0% |
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 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