-99.7%
JYD vs SPY
+91.5%
-191.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | -2.9% | -2.0% | -0.9% | -1.5% |
| 30D | -9.4% | -1.7% | -7.8% | -8.3% |
| 3M | +3.7% | +4.7% | -1.1% | 0.0% |
| 6M | -70.5% | +12.5% | -83.0% | -72.9% |
| YTD | -83.6% | +11.7% | -95.3% | -84.9% |
| 1Y | -88.3% | +17.5% | -105.8% | -89.6% |
| 3Y | -99.2% | +76.6% | -175.8% | -99.3% |
| All | -99.7% | +91.5% | -191.2% | -99.7% |
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 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