-45.3%
JBGS vs SPY
+249.5%
-294.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +5.1% |
| 7D | +3.7% | -4.7% | +8.4% | +7.9% |
| 30D | +14.6% | -5.9% | +20.6% | +20.4% |
| 3M | +3.6% | -4.5% | +8.1% | +7.5% |
| 6M | -15.5% | +1.8% | -17.3% | -17.7% |
| YTD | -24.8% | +8.3% | -33.1% | -30.9% |
| 1Y | -30.5% | +9.3% | -39.8% | -36.7% |
| 3Y | +1.1% | +74.9% | -73.8% | -40.6% |
| 5Y | -48.4% | +67.3% | -115.7% | -68.5% |
| All | -45.3% | +249.5% | -294.9% | -83.2% |
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 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