-92.0%
JELD vs SPY
+285.9%
-377.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.4% |
| 7D | -9.1% | -0.4% | -8.7% | -8.6% |
| 30D | +12.3% | -1.4% | +13.7% | +14.9% |
| 3M | +20.0% | +3.7% | +16.3% | +14.5% |
| 6M | +25.7% | +13.0% | +12.7% | +6.5% |
| YTD | -14.6% | +12.4% | -27.0% | -26.8% |
| 1Y | -66.1% | +18.5% | -84.7% | -73.0% |
| 3Y | -84.8% | +77.6% | -162.5% | -93.8% |
| 5Y | -92.2% | +81.7% | -173.9% | -96.9% |
| All | -92.0% | +285.9% | -377.9% | -98.9% |
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