-76.9%
SMJF vs SPY
+11.5%
-88.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -5.1% |
| 7D | +1.0% | -2.0% | +3.0% | -0.8% |
| 30D | -88.6% | -1.7% | -86.9% | -88.3% |
| 3M | -80.6% | +4.7% | -85.3% | -79.5% |
| 6M | -67.0% | +12.5% | -79.5% | -64.3% |
| YTD | -79.4% | +11.7% | -91.2% | -77.6% |
| All | -76.9% | +11.5% | -88.4% | -74.8% |
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