-10.8%
JBTM vs SPY
+11.8%
-22.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -1.3% | +3.3% | -4.6% | -4.4% |
| 30D | +17.4% | -2.7% | +20.1% | +20.5% |
| 3M | +5.7% | -1.7% | +7.4% | +7.3% |
| 6M | -3.1% | +3.1% | -6.1% | -7.9% |
| YTD | -16.7% | +11.9% | -28.6% | -29.9% |
| 1Y | -10.8% | +12.0% | -22.8% | -24.9% |
| All | -10.8% | +11.8% | -22.6% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling