-76.4%
FJET vs SPY
+12.8%
-89.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -0.2% |
| 7D | -27.7% | -2.0% | -25.7% | -23.0% |
| 30D | -51.0% | -1.7% | -49.3% | -48.3% |
| 3M | -75.2% | +4.7% | -79.9% | -78.9% |
| 6M | -72.8% | +12.5% | -85.3% | -81.8% |
| YTD | -82.7% | +11.7% | -94.5% | -90.8% |
| All | -76.4% | +12.8% | -89.1% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling