+58.3%
JSTC vs SPY
+125.7%
-67.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.5% |
| 7D | -0.5% | -0.4% | -0.2% | -0.2% |
| 30D | -2.0% | -1.4% | -0.6% | -0.9% |
| 3M | +2.5% | +3.7% | -1.2% | -0.6% |
| 6M | +12.3% | +13.0% | -0.7% | +1.3% |
| YTD | +11.7% | +12.4% | -0.7% | +1.3% |
| 1Y | +12.8% | +18.5% | -5.7% | -2.1% |
| 3Y | +47.7% | +77.6% | -30.0% | -10.3% |
| 5Y | +33.4% | +81.7% | -48.3% | -21.0% |
| All | +58.3% | +125.7% | -67.4% | -21.7% |
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