-94.1%
JBDI vs SPY
+39.8%
-133.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | -7.7% | -0.8% | -6.9% | -7.3% |
| 30D | -11.1% | -1.1% | -10.0% | -10.6% |
| 3M | -15.6% | +3.9% | -19.5% | -17.0% |
| 6M | -13.9% | +13.6% | -27.5% | -18.6% |
| YTD | -19.6% | +12.7% | -32.2% | -23.8% |
| 1Y | -68.4% | +17.5% | -85.9% | -70.6% |
| All | -94.1% | +39.8% | -133.9% | -94.2% |
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