-52.4%
JBI vs SPY
+161.0%
-213.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.8% |
| 7D | -4.7% | -0.4% | -4.4% | -4.5% |
| 30D | -13.4% | -1.4% | -12.0% | -12.6% |
| 3M | -11.6% | +3.7% | -15.3% | -13.5% |
| 6M | -13.7% | +13.0% | -26.7% | -20.0% |
| YTD | -28.9% | +12.4% | -41.3% | -33.6% |
| 1Y | -53.5% | +18.5% | -72.1% | -57.9% |
| 3Y | -56.1% | +77.6% | -133.7% | -68.1% |
| 5Y | -67.1% | +81.7% | -148.8% | -76.9% |
| All | -52.4% | +161.0% | -213.4% | -66.3% |
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