+87.4%
NJUL vs SPY
+164.7%
-77.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +1.0% | +0.5% | +0.4% | +0.7% |
| 30D | +0.1% | -0.9% | +1.1% | +0.7% |
| 3M | +0.3% | +3.9% | -3.6% | -2.0% |
| 6M | +6.7% | +14.5% | -7.8% | -1.8% |
| YTD | +6.4% | +12.9% | -6.5% | -1.3% |
| 1Y | +10.2% | +19.4% | -9.1% | -1.2% |
| 3Y | +49.4% | +78.5% | -29.0% | +5.0% |
| 5Y | +63.8% | +81.8% | -17.9% | +11.6% |
| All | +87.4% | +164.7% | -77.3% | +4.9% |
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