-77.1%
FJET vs SPY
+13.7%
-90.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -5.5% |
| 7D | -30.4% | -0.8% | -29.6% | -28.5% |
| 30D | -50.8% | -1.1% | -49.7% | -49.0% |
| 3M | -71.1% | +3.9% | -75.0% | -74.2% |
| 6M | -75.8% | +13.6% | -89.4% | -84.4% |
| YTD | -83.3% | +12.7% | -95.9% | -91.3% |
| All | -77.1% | +13.7% | -90.8% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling