-99.3%
JUNS vs SPY
+29.3%
-128.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.6% |
| 7D | -7.0% | -0.8% | -6.2% | -6.7% |
| 30D | -33.8% | -1.1% | -32.8% | -33.5% |
| 3M | -82.2% | +3.9% | -86.1% | -82.4% |
| 6M | -89.8% | +13.6% | -103.4% | -90.3% |
| YTD | -96.0% | +12.7% | -108.7% | -96.2% |
| 1Y | -97.4% | +17.5% | -114.9% | -97.5% |
| All | -99.3% | +29.3% | -128.5% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling