+732.3%
JBSS vs SPY
+3,040.6%
-2,308.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.4% |
| 30D | -13.4% | -1.7% | -11.7% | -12.8% |
| 3M | -7.0% | +4.7% | -11.7% | -8.7% |
| 6M | -3.6% | +12.5% | -16.1% | -8.0% |
| YTD | +4.6% | +11.7% | -7.1% | 0.0% |
| 1Y | +20.4% | +17.5% | +2.9% | +12.6% |
| 3Y | -24.0% | +76.6% | -100.6% | -39.9% |
| 5Y | +2.0% | +82.0% | -80.1% | -21.2% |
| 10Y | +117.0% | +317.1% | -200.1% | +20.4% |
| All | +732.3% | +3,040.6% | -2,308.2% | +144.1% |
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