+828.4%
SPYM vs JCI
+410.0%
+418.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | +0.1% | +3.8% | -3.7% | -1.2% |
| 30D | +0.1% | -5.7% | +5.7% | +2.0% |
| 3M | +2.0% | -1.4% | +3.4% | +2.1% |
| 6M | +13.1% | +4.1% | +8.9% | +10.6% |
| YTD | +13.6% | +21.7% | -8.1% | +4.9% |
| 1Y | +20.1% | +36.1% | -16.1% | +6.3% |
| 3Y | +77.6% | +154.4% | -76.9% | +24.3% |
| 5Y | +82.5% | +112.0% | -29.5% | +33.9% |
| 10Y | +317.6% | +322.2% | -4.6% | +135.1% |
| All | +828.4% | +410.0% | +418.4% | +249.7% |
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