+451.3%
SJT vs SPY
+3,040.6%
-2,589.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +5.2% | -2.0% | +7.2% | +6.3% |
| 30D | +13.0% | -1.7% | +14.6% | +13.8% |
| 3M | -13.8% | +4.7% | -18.6% | -16.2% |
| 6M | -39.4% | +12.5% | -51.9% | -43.4% |
| YTD | -45.7% | +11.7% | -57.5% | -49.2% |
| 1Y | -47.6% | +17.5% | -65.1% | -52.3% |
| 3Y | -53.5% | +76.6% | -130.0% | -66.1% |
| 5Y | -4.6% | +82.0% | -86.6% | -31.7% |
| 10Y | +12.0% | +317.1% | -305.1% | -47.8% |
| All | +451.3% | +3,040.6% | -2,589.2% | +2.6% |
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 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