-1.4%
SJT vs SPY
+82.3%
-83.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.4% |
| 7D | +8.1% | -0.8% | +8.9% | +8.6% |
| 30D | +13.9% | -1.1% | +14.9% | +14.5% |
| 3M | -9.1% | +3.9% | -13.0% | -11.6% |
| 6M | -37.0% | +13.6% | -50.6% | -42.5% |
| YTD | -43.1% | +12.7% | -55.7% | -47.7% |
| 1Y | -44.6% | +17.5% | -62.1% | -50.7% |
| 3Y | -49.7% | +76.9% | -126.6% | -67.3% |
| All | -1.4% | +82.3% | -83.7% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling