+115.6%
JBSS vs SPY
+322.5%
-206.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -15.0% | -1.1% | -13.9% | -14.6% |
| 3M | -7.3% | +3.9% | -11.1% | -8.8% |
| 6M | -3.7% | +13.6% | -17.3% | -9.0% |
| YTD | +3.8% | +12.7% | -8.9% | -1.6% |
| 1Y | +16.2% | +17.5% | -1.3% | +7.8% |
| 3Y | -24.9% | +76.9% | -101.8% | -42.6% |
| 5Y | +1.1% | +83.6% | -82.4% | -25.1% |
| All | +115.6% | +322.5% | -206.8% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling