-65.4%
JYD vs SPY
+14.6%
-80.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.7% | -14.6% | -13.7% |
| 7D | -32.5% | -0.7% | -31.8% | -32.1% |
| 30D | +60.4% | -1.0% | +61.4% | +62.1% |
| 3M | +53.3% | -0.3% | +53.6% | +53.8% |
| 6M | -71.9% | +7.3% | -79.2% | -71.7% |
| YTD | -71.8% | +13.3% | -85.1% | -72.4% |
| 1Y | -65.4% | +14.8% | -80.1% | -66.9% |
| All | -65.4% | +14.6% | -80.0% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling