+61.2%
JEF vs SPY
+75.5%
-14.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.4% |
| 7D | -0.6% | -2.0% | +1.4% | +2.6% |
| 30D | -1.2% | -1.7% | +0.4% | +1.5% |
| 3M | -6.2% | +4.7% | -10.9% | -12.9% |
| 6M | +41.6% | +12.5% | +29.1% | +16.9% |
| YTD | -11.0% | +11.7% | -22.7% | -25.0% |
| 1Y | -15.3% | +17.5% | -32.8% | -33.8% |
| All | +61.2% | +75.5% | -14.3% | -23.4% |
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