+258.7%
JSM vs SPY
+947.1%
-688.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | +0.5% | +2.0% | -1.5% | -0.6% |
| 6M | -3.5% | +13.0% | -16.5% | -9.6% |
| YTD | -7.4% | +13.5% | -21.0% | -13.6% |
| 1Y | +0.8% | +20.0% | -19.2% | -8.6% |
| 3Y | +20.2% | +77.2% | -57.0% | -12.5% |
| 5Y | -1.5% | +81.9% | -83.4% | -29.9% |
| 10Y | +44.1% | +314.1% | -270.0% | -33.3% |
| All | +258.7% | +947.1% | -688.4% | +3.1% |
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