+26.0%
JETS vs SPY
+318.9%
-292.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.1% |
| 7D | -2.0% | -2.0% | -0.1% | +0.4% |
| 30D | -12.2% | -1.7% | -10.5% | -10.3% |
| 3M | +2.2% | +4.7% | -2.6% | -3.4% |
| 6M | +9.8% | +12.5% | -2.7% | -4.6% |
| YTD | -0.8% | +11.7% | -12.5% | -12.9% |
| 1Y | +8.2% | +17.5% | -9.3% | -10.7% |
| 3Y | +53.2% | +76.6% | -23.4% | -22.0% |
| 5Y | +27.2% | +82.0% | -54.9% | -37.1% |
| All | +26.0% | +318.9% | -292.9% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling