-46.3%
JBGS vs SPY
+257.6%
-303.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +4.4% | -0.6% | +4.9% | +4.7% |
| 30D | +12.0% | -3.7% | +15.7% | +15.3% |
| 3M | +10.7% | -2.7% | +13.5% | +13.0% |
| 6M | -19.2% | +2.2% | -21.4% | -21.6% |
| YTD | -26.1% | +10.8% | -37.0% | -33.5% |
| 1Y | -30.2% | +11.2% | -41.4% | -37.3% |
| 3Y | +6.5% | +76.5% | -70.0% | -37.9% |
| 5Y | -49.7% | +72.9% | -122.6% | -70.2% |
| All | -46.3% | +257.6% | -303.9% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling