+274.5%
JSML vs SPY
+371.6%
-97.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -0.1% | +0.1% | -0.3% | -0.3% |
| 30D | -2.9% | +0.1% | -2.9% | -2.9% |
| 3M | +0.2% | +2.0% | -1.8% | -1.9% |
| 6M | +18.0% | +13.0% | +5.0% | +3.6% |
| YTD | +20.8% | +13.5% | +7.2% | +5.5% |
| 1Y | +21.9% | +20.0% | +1.9% | +0.5% |
| 3Y | +64.9% | +77.2% | -12.3% | -11.1% |
| 5Y | +30.5% | +81.9% | -51.4% | -30.9% |
| 10Y | +217.9% | +314.1% | -96.2% | -24.4% |
| All | +274.5% | +371.6% | -97.0% | -20.6% |
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