-89.2%
JETD vs SPY
+77.0%
-166.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | 0.0% |
| 7D | +8.7% | -0.8% | +9.4% | +6.1% |
| 30D | +39.6% | -1.1% | +40.7% | +35.4% |
| 3M | +14.0% | +3.9% | +10.1% | +32.8% |
| 6M | -29.4% | +13.6% | -43.0% | +21.3% |
| YTD | -32.5% | +12.7% | -45.2% | +15.4% |
| 1Y | -53.0% | +17.5% | -70.5% | -5.1% |
| 3Y | -89.2% | +76.9% | -166.1% | +27.5% |
| All | -89.2% | +77.0% | -166.2% | +27.5% |
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 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