+922.4%
JBTM vs SPY
+755.5%
+167.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -3.4% | +0.1% | -3.5% | -3.5% |
| 3M | -5.9% | +2.0% | -7.9% | -8.4% |
| 6M | -23.8% | +13.0% | -36.9% | -34.3% |
| YTD | -21.7% | +13.5% | -35.2% | -32.8% |
| 1Y | -16.7% | +20.0% | -36.7% | -33.2% |
| 3Y | +7.2% | +77.2% | -69.9% | -46.5% |
| 5Y | -19.7% | +81.9% | -101.5% | -60.4% |
| 10Y | +72.4% | +314.1% | -241.6% | -65.1% |
| All | +922.4% | +755.5% | +167.0% | -8.3% |
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