-84.2%
JELD vs SPY
+78.7%
-162.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.0% |
| 7D | +0.9% | +0.5% | +0.4% | +0.1% |
| 30D | +15.9% | -0.9% | +16.8% | +17.5% |
| 3M | +33.5% | +3.9% | +29.7% | +27.6% |
| 6M | +19.0% | +14.5% | +4.5% | +1.1% |
| YTD | -11.0% | +12.9% | -23.9% | -22.7% |
| 1Y | -66.2% | +19.4% | -85.6% | -72.2% |
| 3Y | -84.2% | +78.5% | -162.6% | -93.0% |
| All | -84.2% | +78.7% | -162.9% | -93.0% |
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