+1,525.1%
JBL vs SCHG
+459.0%
+1,066.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.1% |
| 7D | +2.4% | -1.0% | +3.5% | +3.6% |
| 30D | -13.1% | -1.3% | -11.8% | -11.9% |
| 3M | -15.6% | +5.4% | -21.0% | -20.2% |
| 6M | +24.6% | +14.4% | +10.2% | +8.7% |
| YTD | +39.6% | +8.0% | +31.6% | +29.4% |
| 1Y | +48.6% | +12.7% | +35.9% | +32.2% |
| 3Y | +197.3% | +85.6% | +111.7% | +58.8% |
| 5Y | +413.0% | +85.5% | +327.5% | +171.5% |
| All | +1,525.1% | +459.0% | +1,066.1% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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