-32.5%
JTAI vs SPY
+15.0%
-47.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -2.3% |
| 7D | 0.0% | -0.4% | +0.4% | +1.1% |
| 30D | -31.2% | -1.4% | -29.8% | -27.8% |
| 3M | +72.9% | +3.7% | +69.2% | +68.4% |
| 6M | -32.5% | +13.0% | -45.5% | -24.9% |
| All | -32.5% | +15.0% | -47.5% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling