+224.7%
JSML vs SPY
+311.6%
-86.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | +0.3% |
| 7D | -5.5% | -4.7% | -0.8% | -0.3% |
| 30D | -3.9% | -5.9% | +2.1% | +2.9% |
| 3M | -7.4% | -4.5% | -2.9% | -2.5% |
| 6M | +1.3% | +1.8% | -0.4% | -0.4% |
| YTD | +15.1% | +8.3% | +6.8% | +5.9% |
| 1Y | +13.0% | +9.3% | +3.6% | +3.0% |
| 3Y | +72.1% | +74.9% | -2.7% | -6.1% |
| 5Y | +26.3% | +67.3% | -41.0% | -27.0% |
| All | +224.7% | +311.6% | -86.9% | -22.2% |
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