-96.0%
JELD vs SPY
+285.5%
-381.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +1.8% |
| 7D | -3.7% | -0.9% | -2.8% | -1.7% |
| 30D | -14.6% | -2.4% | -12.3% | -11.2% |
| 3M | -44.4% | -1.2% | -43.3% | -43.4% |
| 6M | -34.8% | +3.3% | -38.1% | -37.3% |
| YTD | -57.3% | +12.3% | -69.6% | -63.4% |
| 1Y | -52.9% | +12.4% | -65.4% | -59.6% |
| 3Y | -92.7% | +78.8% | -171.5% | -97.1% |
| 5Y | -96.0% | +75.2% | -171.1% | -98.3% |
| All | -96.0% | +285.5% | -381.5% | -99.4% |
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 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