+222.2%
JXI vs SPY
+732.5%
-510.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | +0.8% | -0.4% | +1.1% | +1.0% |
| 30D | -0.7% | -1.4% | +0.7% | +0.2% |
| 3M | -1.1% | +3.7% | -4.8% | -3.9% |
| 6M | -4.7% | +13.0% | -17.7% | -13.3% |
| YTD | +5.0% | +12.4% | -7.4% | -4.1% |
| 1Y | +12.7% | +18.5% | -5.8% | -1.2% |
| 3Y | +55.9% | +77.6% | -21.7% | -1.4% |
| 5Y | +48.6% | +81.7% | -33.0% | -9.3% |
| 10Y | +138.5% | +319.7% | -181.1% | -28.0% |
| All | +222.2% | +732.5% | -510.3% | -46.6% |
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