-69.6%
SMJF vs SPY
+11.3%
-80.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -3.1% |
| 7D | -2.1% | +2.6% | -4.7% | -0.5% |
| 30D | -34.1% | -2.0% | -32.2% | -35.0% |
| 3M | -86.2% | -2.8% | -83.4% | -85.8% |
| 6M | -59.8% | +2.1% | -62.0% | -57.9% |
| YTD | -72.9% | +11.5% | -84.4% | -70.4% |
| All | -69.6% | +11.3% | -80.9% | -66.8% |
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 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