+19.0%
MAXJ vs SPY
+43.4%
-24.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | -0.1% | -1.1% | +1.0% | +0.2% |
| 3M | +1.3% | +3.9% | -2.5% | +0.3% |
| 6M | +3.9% | +13.6% | -9.7% | +0.3% |
| YTD | +4.4% | +12.7% | -8.3% | +1.0% |
| 1Y | +6.4% | +17.5% | -11.1% | +1.6% |
| All | +19.0% | +43.4% | -24.4% | +7.6% |
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