Estimated return — disclosed long book

What Jonathan Auerbach’s US-listed long positions did, derived from the share counts and market values in consecutive 13F filings, shown against SPY over exactly the same quarters. This is not the fund’s return. A 13F excludes shorts, bonds, cash, non-US listings and derivatives, says nothing about fees or leverage, and only sees positions held at both quarter ends. The fund figure is a price return while SPY is a total return, so the comparison is tilted against the manager by roughly a dividend yield.

Q1 2026
-12.4%
SPY -4.4% -8.0%
By calendar year
YearEstimatedSPYDifference
20253/4 Q+17.2%+23.0%-5.8%
20243/4 Q+20.8%+21.9%-1.0%
20233/4 Q+9.4%+13.0%-3.6%
20223/4 Q-33.7%-23.9%-9.8%
2021+4.7%+28.7%-24.1%
2020+16.5%+18.3%-1.9%
2019+29.4%+31.2%-1.8%
2018-15.8%-4.6%-11.3%
2017+30.0%+21.7%+8.3%
2016-8.6%+12.0%-20.6%
2015-4.1%+1.2%-5.3%
20142/4 Q+10.7%+6.1%+4.6%

Years marked n/4 Qare built from fewer than four quarters, and the benchmark shown beside them covers the same partial set — so the difference is like-for-like, but the year is not a full year.