+62.1%
QJUN vs SPY
+94.1%
-32.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | +2.5% | +2.6% | -0.1% | +0.5% |
| 30D | -4.8% | -2.0% | -2.8% | -3.3% |
| 3M | -4.4% | -2.8% | -1.6% | -2.3% |
| 6M | -3.7% | +2.1% | -5.8% | -5.3% |
| YTD | +1.6% | +11.5% | -9.9% | -6.7% |
| 1Y | +4.0% | +13.5% | -9.5% | -5.9% |
| 3Y | +42.2% | +77.7% | -35.5% | -10.2% |
| 5Y | +52.3% | +72.6% | -20.3% | -3.8% |
| All | +62.1% | +94.1% | -32.1% | -3.9% |
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 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