+42.8%
JOET vs SPY
+72.1%
-29.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +3.8% | +2.6% | +1.2% | +1.2% |
| 30D | -0.8% | -2.0% | +1.1% | +1.1% |
| 3M | -4.8% | -2.8% | -2.0% | -2.1% |
| 6M | +3.8% | +2.1% | +1.6% | +1.6% |
| YTD | +7.0% | +11.5% | -4.5% | -3.9% |
| 1Y | +7.6% | +13.5% | -5.9% | -4.9% |
| 3Y | +64.8% | +77.7% | -12.9% | -5.6% |
| All | +42.8% | +72.1% | -29.3% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling