+61.4%
JBTM vs SPY
+315.0%
-253.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -2.2% |
| 7D | +12.8% | +0.1% | +12.7% | +12.4% |
| 30D | +20.9% | -3.3% | +24.2% | +25.9% |
| 3M | +5.2% | -2.4% | +7.7% | +8.2% |
| 6M | -7.0% | +2.6% | -9.6% | -10.8% |
| YTD | -13.9% | +11.2% | -25.1% | -25.7% |
| 1Y | -8.1% | +13.4% | -21.5% | -22.7% |
| 3Y | +26.6% | +79.9% | -53.3% | -43.4% |
| 5Y | -22.6% | +72.2% | -94.8% | -62.7% |
| 10Y | +61.4% | +307.3% | -245.9% | -76.7% |
| All | +61.4% | +315.0% | -253.6% | -76.7% |
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 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