-53.7%
SJB vs SPY
+665.6%
-719.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.5% |
| 7D | +0.5% | +3.3% | -2.8% | +1.7% |
| 30D | 0.0% | -2.7% | +2.7% | -0.9% |
| 3M | +2.9% | -1.7% | +4.7% | +2.4% |
| 6M | +2.8% | +3.1% | -0.3% | +4.2% |
| YTD | +3.7% | +11.9% | -8.2% | +8.5% |
| 1Y | +3.5% | +12.0% | -8.5% | +8.4% |
| 3Y | -3.5% | +78.2% | -81.7% | +22.3% |
| 5Y | +2.9% | +73.2% | -70.4% | +32.0% |
| 10Y | -28.3% | +309.6% | -338.0% | +36.5% |
| All | -53.7% | +665.6% | -719.2% | +20.4% |
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