+171.4%
JYNT vs SPY
+315.0%
-143.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -5.5% |
| 7D | -9.2% | +0.1% | -9.2% | -9.5% |
| 30D | -5.5% | -3.3% | -2.2% | -2.2% |
| 3M | -20.2% | -2.4% | -17.7% | -18.4% |
| 6M | -23.5% | +2.6% | -26.0% | -26.3% |
| YTD | -23.7% | +11.2% | -35.0% | -33.1% |
| 1Y | -13.3% | +13.4% | -26.7% | -25.7% |
| 3Y | -9.8% | +79.9% | -89.7% | -54.9% |
| 5Y | -93.3% | +72.2% | -165.5% | -96.4% |
| 10Y | +171.4% | +307.3% | -135.9% | -39.0% |
| All | +171.4% | +315.0% | -143.6% | -39.0% |
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