-96.4%
JELD vs SPY
+282.8%
-379.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.9% |
| 7D | -8.2% | +2.6% | -10.8% | -11.5% |
| 30D | -28.5% | -2.0% | -26.6% | -26.1% |
| 3M | -52.2% | -2.8% | -49.5% | -50.0% |
| 6M | -38.0% | +2.1% | -40.2% | -39.2% |
| YTD | -62.0% | +11.5% | -73.4% | -67.0% |
| 1Y | -56.1% | +13.5% | -69.5% | -62.8% |
| 3Y | -93.4% | +77.7% | -171.1% | -97.3% |
| 5Y | -96.5% | +72.6% | -169.1% | -98.5% |
| All | -96.4% | +282.8% | -379.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling