+179.5%
JYNT vs SPY
+311.3%
-131.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.9% |
| 7D | -2.0% | +0.5% | -2.6% | -2.6% |
| 30D | -1.7% | -0.9% | -0.7% | -0.7% |
| 3M | -0.1% | +3.9% | -4.0% | -4.5% |
| 6M | -5.9% | +14.5% | -20.4% | -19.6% |
| YTD | -6.1% | +12.9% | -19.0% | -18.5% |
| 1Y | -23.0% | +19.4% | -42.4% | -37.3% |
| 3Y | -15.5% | +78.5% | -93.9% | -56.8% |
| 5Y | -92.2% | +81.8% | -174.0% | -96.0% |
| 10Y | +179.5% | +311.5% | -132.0% | -21.2% |
| All | +179.5% | +311.3% | -131.8% | -21.2% |
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 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