-99.3%
JSPR vs SPY
+156.2%
-255.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.3% |
| 7D | -6.9% | -0.8% | -6.1% | -6.6% |
| 30D | -19.9% | -1.1% | -18.8% | -19.5% |
| 3M | +41.6% | +3.9% | +37.8% | +39.5% |
| 6M | -50.7% | +13.6% | -64.4% | -53.4% |
| YTD | -63.9% | +12.7% | -76.6% | -65.7% |
| 1Y | -74.2% | +17.5% | -91.7% | -75.8% |
| 3Y | -91.4% | +76.9% | -168.3% | -92.7% |
| 5Y | -99.3% | +83.6% | -182.9% | -99.4% |
| All | -99.3% | +156.2% | -255.5% | -99.4% |
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