+26.0%
JETS vs SPY
+342.3%
-316.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -14.1% | +0.1% | -14.2% | -14.1% |
| 3M | +2.9% | +2.0% | +0.9% | +0.5% |
| 6M | +5.4% | +13.0% | -7.6% | -8.7% |
| YTD | +2.6% | +13.5% | -10.9% | -11.5% |
| 1Y | +11.8% | +20.0% | -8.2% | -9.8% |
| 3Y | +51.1% | +77.2% | -26.0% | -22.7% |
| 5Y | +28.1% | +81.9% | -53.8% | -36.0% |
| 10Y | +33.7% | +314.1% | -280.3% | -73.1% |
| All | +26.0% | +342.3% | -316.3% | -76.2% |
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 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