-100.0%
JZ vs SPY
+89.8%
-189.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +40.6% | +2.4% | +38.2% | +38.9% |
| 7D | +31.9% | +0.1% | +31.8% | +31.9% |
| 30D | +16.4% | -3.3% | +19.7% | +19.1% |
| 3M | -45.9% | -2.4% | -43.5% | -45.3% |
| 6M | -93.6% | +2.6% | -96.2% | -93.7% |
| YTD | -95.2% | +11.2% | -106.4% | -95.5% |
| 1Y | -96.5% | +13.4% | -109.8% | -96.7% |
| 3Y | -99.8% | +79.9% | -179.7% | -99.9% |
| All | -100.0% | +89.8% | -189.8% | -100.0% |
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