-52.9%
JELD vs SPY
+13.0%
-65.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +0.6% |
| 7D | -3.7% | -0.9% | -2.8% | -1.2% |
| 30D | -14.6% | -2.4% | -12.3% | -9.4% |
| 3M | -44.4% | -1.2% | -43.3% | -43.3% |
| 6M | -34.8% | +3.3% | -38.1% | -40.5% |
| YTD | -57.3% | +12.3% | -69.6% | -68.7% |
| 1Y | -52.9% | +12.4% | -65.4% | -65.5% |
| All | -52.9% | +13.0% | -65.9% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling