+37.8%
JMSB vs SPY
+270.5%
-232.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -1.3% | -0.8% | -0.6% | -0.9% |
| 30D | -0.7% | -1.1% | +0.4% | -0.1% |
| 3M | +7.7% | +3.9% | +3.8% | +5.3% |
| 6M | +17.1% | +13.6% | +3.5% | +8.6% |
| YTD | +16.8% | +12.7% | +4.1% | +8.8% |
| 1Y | +12.5% | +17.5% | -5.0% | +2.1% |
| 3Y | +32.5% | +76.9% | -44.4% | -2.5% |
| 5Y | +35.2% | +83.6% | -48.4% | -3.6% |
| All | +37.8% | +270.5% | -232.6% | -29.8% |
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