-67.4%
JBI vs SPY
+82.3%
-149.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.6% |
| 7D | -9.8% | -0.8% | -9.1% | -9.0% |
| 30D | -5.7% | -1.1% | -4.7% | -4.5% |
| 3M | -13.2% | +3.9% | -17.1% | -16.9% |
| 6M | -17.4% | +13.6% | -31.1% | -28.5% |
| YTD | -29.8% | +12.7% | -42.5% | -38.3% |
| 1Y | -55.9% | +17.5% | -73.4% | -62.9% |
| 3Y | -56.5% | +76.9% | -133.4% | -77.6% |
| All | -67.4% | +82.3% | -149.6% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling