-100.0%
JZ vs SPY
+85.4%
-185.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.7% | +5.8% |
| 7D | +8.4% | -2.7% | +11.1% | +10.1% |
| 30D | +125.5% | -5.4% | +130.9% | +133.3% |
| 3M | -58.1% | -4.1% | -54.0% | -57.3% |
| 6M | -96.4% | +0.7% | -97.1% | -96.4% |
| YTD | -96.6% | +8.7% | -105.2% | -96.7% |
| 1Y | -97.5% | +10.9% | -108.4% | -97.6% |
| 3Y | -99.8% | +75.0% | -174.8% | -99.9% |
| All | -100.0% | +85.4% | -185.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling