+71.6%
JEF vs SPY
+82.3%
-10.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.5% | -4.8% |
| 7D | -5.9% | -0.8% | -5.2% | -5.0% |
| 30D | -4.5% | -1.1% | -3.5% | -3.1% |
| 3M | -12.3% | +3.9% | -16.1% | -16.7% |
| 6M | +36.3% | +13.6% | +22.7% | +14.4% |
| YTD | -14.2% | +12.7% | -26.9% | -26.6% |
| 1Y | -20.3% | +17.5% | -37.8% | -35.3% |
| 3Y | +55.3% | +76.9% | -21.6% | -21.2% |
| All | +71.6% | +82.3% | -10.7% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling