-96.5%
JZ vs SPY
+11.5%
-108.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | +39.4% | -0.6% | +40.0% | +39.9% |
| 30D | +13.3% | -3.7% | +17.0% | +18.4% |
| 3M | -40.3% | -2.7% | -37.6% | -38.9% |
| 6M | -93.8% | +2.2% | -96.0% | -94.0% |
| YTD | -95.3% | +10.8% | -106.1% | -95.8% |
| All | -96.5% | +11.5% | -108.0% | -96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling