-100.0%
JZXN vs SPY
+98.8%
-198.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -28.6% | +0.1% | -28.6% | -28.6% |
| 3M | -8.0% | +2.0% | -10.0% | -8.7% |
| 6M | -27.7% | +13.0% | -40.7% | -33.8% |
| YTD | -33.5% | +13.5% | -47.1% | -39.4% |
| 1Y | -96.6% | +20.0% | -116.5% | -97.0% |
| 3Y | -99.8% | +77.2% | -177.0% | -99.9% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +98.8% | -198.8% | -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 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