-67.1%
FJET vs SPY
+14.6%
-81.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.8% |
| 7D | -19.5% | +0.1% | -19.6% | -19.7% |
| 30D | -24.9% | +0.1% | -25.0% | -25.0% |
| 3M | -70.7% | +2.0% | -72.7% | -71.8% |
| 6M | -58.1% | +13.0% | -71.2% | -70.9% |
| YTD | -76.0% | +13.5% | -89.5% | -87.8% |
| All | -67.1% | +14.6% | -81.7% | -89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling