+91.1%
JOET vs SPY
+132.5%
-41.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.2% |
| 7D | -0.6% | -0.8% | +0.2% | +0.2% |
| 30D | -3.4% | -1.1% | -2.3% | -2.4% |
| 3M | +1.5% | +3.9% | -2.4% | -2.3% |
| 6M | +10.3% | +13.6% | -3.3% | -2.8% |
| YTD | +8.2% | +12.7% | -4.5% | -3.8% |
| 1Y | +7.4% | +17.5% | -10.1% | -8.4% |
| 3Y | +61.2% | +76.9% | -15.7% | -7.8% |
| 5Y | +52.8% | +83.6% | -30.7% | -15.0% |
| All | +91.1% | +132.5% | -41.4% | -13.6% |
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