-99.3%
JSPR vs SPY
+156.7%
-256.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +1.6% | +0.5% | +1.0% | +1.3% |
| 30D | -0.1% | -0.9% | +0.8% | +0.3% |
| 3M | +51.5% | +3.9% | +47.6% | +49.2% |
| 6M | -48.6% | +14.5% | -63.1% | -51.5% |
| YTD | -61.3% | +12.9% | -74.2% | -63.2% |
| 1Y | -73.2% | +19.4% | -92.6% | -75.1% |
| 3Y | -92.3% | +78.5% | -170.8% | -93.4% |
| 5Y | -99.3% | +81.8% | -181.0% | -99.4% |
| All | -99.3% | +156.7% | -256.0% | -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 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