-74.2%
JSPR vs SPY
+18.1%
-92.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -7.3% |
| 7D | -6.9% | -0.8% | -6.1% | -5.7% |
| 30D | -19.9% | -1.1% | -18.8% | -18.4% |
| 3M | +41.6% | +3.9% | +37.8% | +32.6% |
| 6M | -50.7% | +13.6% | -64.4% | -59.9% |
| YTD | -63.9% | +12.7% | -76.6% | -70.4% |
| 1Y | -74.2% | +17.5% | -91.7% | -79.9% |
| All | -74.2% | +18.1% | -92.3% | -79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling