+29.7%
NJUN vs SPY
+47.1%
-17.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.8% | -2.0% | +1.2% | +0.5% |
| 30D | -0.3% | -1.7% | +1.4% | +0.7% |
| 3M | +2.4% | +4.7% | -2.3% | -0.5% |
| 6M | +2.7% | +12.5% | -9.8% | -4.5% |
| YTD | +3.4% | +11.7% | -8.4% | -3.5% |
| 1Y | +6.9% | +17.5% | -10.6% | -3.5% |
| All | +29.7% | +47.1% | -17.4% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling