+811.4%
SPYM vs JCI
+391.7%
+419.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | +2.6% | +3.2% | -0.6% | +1.4% |
| 30D | -2.0% | -8.6% | +6.6% | +0.7% |
| 3M | -2.8% | -7.7% | +5.0% | -0.7% |
| 6M | +2.2% | -2.6% | +4.7% | +1.9% |
| YTD | +11.5% | +17.4% | -5.8% | +3.7% |
| 1Y | +13.5% | +16.9% | -3.4% | +5.6% |
| 3Y | +78.0% | +186.7% | -108.7% | +19.0% |
| 5Y | +73.1% | +95.4% | -22.2% | +30.1% |
| 10Y | +310.9% | +292.7% | +18.1% | +135.8% |
| All | +811.4% | +391.7% | +419.7% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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