-100.0%
JZ vs SPY
+90.2%
-190.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.4% | +18.2% | +18.1% |
| 7D | +62.3% | +2.6% | +59.7% | +60.0% |
| 30D | +16.2% | -2.0% | +18.2% | +17.8% |
| 3M | -30.9% | -2.8% | -28.1% | -29.9% |
| 6M | -93.8% | +2.1% | -96.0% | -93.9% |
| YTD | -94.4% | +11.5% | -105.9% | -94.8% |
| 1Y | -95.9% | +13.5% | -109.4% | -96.2% |
| 3Y | -99.7% | +77.7% | -177.4% | -99.8% |
| All | -100.0% | +90.2% | -190.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling