+2.5%
JBGS vs SPY
+74.5%
-72.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +4.1% |
| 7D | +3.7% | -4.7% | +8.4% | +6.8% |
| 30D | +14.6% | -5.9% | +20.6% | +19.0% |
| 3M | +3.6% | -4.5% | +8.1% | +6.5% |
| 6M | -15.5% | +1.8% | -17.3% | -17.5% |
| YTD | -24.8% | +8.3% | -33.1% | -30.1% |
| 1Y | -30.5% | +9.3% | -39.8% | -35.9% |
| All | +2.5% | +74.5% | -72.0% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling