+283.9%
JSMD vs SPY
+369.0%
-85.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | -4.1% | -0.9% | -3.2% | -3.1% |
| 3M | -1.2% | +3.9% | -5.1% | -5.1% |
| 6M | +16.3% | +14.5% | +1.7% | +1.2% |
| YTD | +13.9% | +12.9% | +1.0% | +0.7% |
| 1Y | +11.2% | +19.4% | -8.2% | -7.0% |
| 3Y | +56.9% | +78.5% | -21.6% | -13.4% |
| 5Y | +39.1% | +81.8% | -42.7% | -24.1% |
| 10Y | +224.3% | +311.5% | -87.2% | -19.0% |
| All | +283.9% | +369.0% | -85.1% | -12.8% |
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 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