+223.8%
JSMD vs SPY
+322.5%
-98.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.0% |
| 30D | -5.3% | -1.1% | -4.3% | -4.2% |
| 3M | -4.5% | +3.9% | -8.3% | -8.2% |
| 6M | +13.8% | +13.6% | +0.2% | -0.2% |
| YTD | +12.5% | +12.7% | -0.2% | -0.4% |
| 1Y | +7.5% | +17.5% | -10.0% | -8.7% |
| 3Y | +54.5% | +76.9% | -22.4% | -14.2% |
| 5Y | +37.5% | +83.6% | -46.1% | -26.0% |
| All | +223.8% | +322.5% | -98.7% | -21.8% |
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