+86.8%
NJUL vs SPY
+164.1%
-77.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | 0.0% |
| 7D | -0.3% | -0.8% | +0.4% | +0.1% |
| 30D | -0.2% | -1.1% | +0.8% | +0.4% |
| 3M | +0.1% | +3.9% | -3.8% | -2.2% |
| 6M | +5.4% | +13.6% | -8.2% | -2.6% |
| YTD | +6.1% | +12.7% | -6.6% | -1.5% |
| 1Y | +9.5% | +17.5% | -8.1% | -0.9% |
| 3Y | +48.0% | +76.9% | -28.9% | +4.5% |
| 5Y | +63.8% | +83.6% | -19.7% | +11.2% |
| All | +86.8% | +164.1% | -77.3% | +4.7% |
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