+378.2%
SPYM vs JD
+52.8%
+325.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -2.7% | +13.4% | -16.0% | -4.5% |
| 30D | -5.4% | +7.7% | -13.1% | -6.4% |
| 3M | -4.1% | -11.3% | +7.2% | -2.6% |
| 6M | +0.8% | -5.1% | +5.9% | +1.2% |
| YTD | +8.8% | +5.0% | +3.7% | +7.4% |
| 1Y | +11.0% | -5.6% | +16.6% | +11.2% |
| 3Y | +75.5% | +17.8% | +57.7% | +64.7% |
| 5Y | +68.4% | -57.2% | +125.6% | +76.0% |
| 10Y | +316.1% | +34.8% | +281.3% | +239.1% |
| All | +378.2% | +52.8% | +325.5% | +283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling