+311.0%
SPYM vs JD
+31.5%
+279.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +2.6% | -4.1% | +6.7% | +3.2% |
| 30D | -2.0% | +4.6% | -6.6% | -2.7% |
| 3M | -2.8% | -4.7% | +2.0% | -2.2% |
| 6M | +2.2% | -17.4% | +19.5% | +4.7% |
| YTD | +11.5% | +0.7% | +10.8% | +10.7% |
| 1Y | +13.5% | -5.9% | +19.4% | +13.8% |
| 3Y | +78.0% | +18.9% | +59.2% | +66.0% |
| 5Y | +73.1% | -62.9% | +136.1% | +87.5% |
| All | +311.0% | +31.5% | +279.5% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling