-100.0%
JTAI vs SPY
+89.1%
-189.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | -32.4% | -1.1% | -31.4% | -31.9% |
| 3M | +66.5% | +3.9% | +62.6% | +64.1% |
| 6M | -32.0% | +13.6% | -45.6% | -35.5% |
| YTD | -88.7% | +12.7% | -101.4% | -89.3% |
| 1Y | -98.0% | +17.5% | -115.5% | -98.1% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +89.1% | -189.1% | -100.0% |
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 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