+39.2%
JMSB vs SPY
+266.6%
-227.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +0.3% | +2.6% | -2.2% | -1.1% |
| 30D | +2.7% | -2.0% | +4.7% | +3.7% |
| 3M | +0.1% | -2.8% | +2.9% | +1.5% |
| 6M | +13.5% | +2.1% | +11.3% | +11.8% |
| YTD | +18.0% | +11.5% | +6.5% | +10.4% |
| 1Y | +20.2% | +13.5% | +6.7% | +11.3% |
| 3Y | +33.4% | +77.7% | -44.3% | -2.1% |
| 5Y | +27.7% | +72.6% | -44.9% | -6.1% |
| All | +39.2% | +266.6% | -227.3% | -28.7% |
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