-56.8%
JETD vs SPY
+20.8%
-77.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -4.2% |
| 7D | +4.9% | +0.1% | +4.8% | +5.5% |
| 30D | +47.8% | +0.1% | +47.7% | +48.7% |
| 3M | -10.2% | +2.0% | -12.2% | +0.5% |
| 6M | -21.5% | +13.0% | -34.5% | +42.5% |
| YTD | -37.9% | +13.5% | -51.4% | +16.9% |
| 1Y | -56.8% | +20.0% | -76.7% | -8.2% |
| All | -56.8% | +20.8% | -77.6% | -8.2% |
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