+93.3%
SJNK vs SPY
+603.6%
-510.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | -0.4% | -1.7% | +1.3% | 0.0% |
| 3M | +0.6% | +4.7% | -4.1% | -0.6% |
| 6M | +1.6% | +12.5% | -10.9% | -1.5% |
| YTD | +1.7% | +11.7% | -10.0% | -1.3% |
| 1Y | +3.4% | +17.5% | -14.1% | -1.1% |
| 3Y | +24.3% | +76.6% | -52.2% | +6.2% |
| 5Y | +25.8% | +82.0% | -56.2% | +5.7% |
| 10Y | +65.6% | +317.1% | -251.5% | +12.3% |
| All | +93.3% | +603.6% | -510.3% | +17.9% |
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