+39.7%
JMSB vs SPY
+273.3%
-233.6%
-54.8%
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% | +0.3% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | +10.9% | +2.0% | +8.9% | +9.5% |
| 6M | +18.0% | +13.0% | +5.0% | +9.8% |
| YTD | +18.4% | +13.5% | +4.8% | +9.8% |
| 1Y | +18.2% | +20.0% | -1.8% | +6.0% |
| 3Y | +34.0% | +77.2% | -43.2% | -1.5% |
| 5Y | +36.3% | +81.9% | -45.6% | -2.4% |
| All | +39.7% | +273.3% | -233.6% | -29.1% |
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