+18.1%
JMBS vs SPY
+199.6%
-181.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | -0.7% | +2.0% | -2.7% | -0.7% |
| 6M | -1.5% | +13.0% | -14.5% | -1.9% |
| YTD | 0.0% | +13.5% | -13.5% | -0.4% |
| 1Y | +2.6% | +20.0% | -17.4% | +1.9% |
| 3Y | +15.3% | +77.2% | -61.9% | +13.1% |
| 5Y | +2.2% | +81.9% | -79.6% | -0.2% |
| All | +18.1% | +199.6% | -181.5% | +16.1% |
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