+454.4%
JXN vs SPY
+79.2%
+375.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.1% |
| 7D | -0.7% | -2.0% | +1.3% | +2.2% |
| 30D | +7.1% | -1.7% | +8.8% | +9.7% |
| 3M | +30.8% | +4.7% | +26.1% | +22.2% |
| 6M | +29.3% | +12.5% | +16.8% | +8.4% |
| YTD | +32.0% | +11.7% | +20.2% | +12.1% |
| 1Y | +47.7% | +17.5% | +30.2% | +16.2% |
| 3Y | +308.3% | +76.6% | +231.7% | +82.9% |
| 5Y | +545.7% | +82.0% | +463.7% | +178.4% |
| All | +454.4% | +79.2% | +375.2% | +139.2% |
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 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