-30.3%
JBGS vs SPY
+13.0%
-43.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | +10.0% | -2.4% | +12.4% | +10.5% |
| 3M | +8.5% | -1.2% | +9.6% | +8.5% |
| 6M | -18.2% | +3.3% | -21.5% | -19.3% |
| YTD | -26.5% | +12.3% | -38.8% | -30.0% |
| 1Y | -30.3% | +12.4% | -42.8% | -33.7% |
| All | -30.3% | +13.0% | -43.3% | -33.7% |
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