-48.6%
JBGS vs SPY
+266.4%
-315.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | -2.7% | +0.1% | -2.7% | -2.7% |
| 3M | -20.1% | +2.0% | -22.1% | -22.0% |
| 6M | -21.1% | +13.0% | -34.1% | -29.8% |
| YTD | -29.3% | +13.5% | -42.9% | -37.5% |
| 1Y | -44.2% | +20.0% | -64.2% | -53.1% |
| 3Y | -15.9% | +77.2% | -93.1% | -50.8% |
| 5Y | -51.9% | +81.9% | -133.8% | -72.7% |
| All | -48.6% | +266.4% | -315.0% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling