-5.3%
JBS vs SPY
+28.1%
-33.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -2.6% | +2.6% | -5.2% | -3.3% |
| 30D | -6.6% | -2.0% | -4.6% | -6.3% |
| 3M | -8.7% | -2.8% | -5.9% | -8.2% |
| 6M | -10.6% | +2.1% | -12.7% | -11.5% |
| YTD | -8.9% | +11.5% | -20.4% | -14.1% |
| 1Y | 0.0% | +13.5% | -13.5% | -6.8% |
| All | -5.3% | +28.1% | -33.4% | -29.7% |
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