-100.0%
JTAI vs SPY
+87.5%
-187.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -3.1% | -2.0% | -1.1% | -1.8% |
| 30D | -31.7% | -1.7% | -30.0% | -30.9% |
| 3M | +78.2% | +4.7% | +73.4% | +75.3% |
| 6M | -34.1% | +12.5% | -46.6% | -37.0% |
| YTD | -88.7% | +11.7% | -100.5% | -89.2% |
| 1Y | -97.9% | +17.5% | -115.4% | -98.0% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +87.5% | -187.5% | -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 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