-86.7%
JETD vs SPY
+81.4%
-168.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +1.5% |
| 7D | +4.7% | -0.4% | +5.1% | +3.6% |
| 30D | +43.7% | -1.4% | +45.1% | +37.8% |
| 3M | +6.8% | +3.7% | +3.0% | +25.9% |
| 6M | -24.5% | +13.0% | -37.5% | +27.0% |
| YTD | -31.3% | +12.4% | -43.7% | +16.1% |
| 1Y | -53.5% | +18.5% | -72.0% | -3.8% |
| 3Y | -89.0% | +77.6% | -166.6% | +26.8% |
| All | -86.7% | +81.4% | -168.2% | +62.5% |
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