+2,047.3%
JBL vs SCHG
+1,132.2%
+915.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.0% |
| 7D | +2.4% | -1.0% | +3.5% | +3.7% |
| 30D | -13.1% | -1.3% | -11.8% | -11.8% |
| 3M | -15.6% | +5.4% | -21.0% | -20.7% |
| 6M | +24.6% | +14.4% | +10.2% | +6.8% |
| YTD | +39.6% | +8.0% | +31.6% | +28.1% |
| 1Y | +48.6% | +12.7% | +35.9% | +30.1% |
| 3Y | +197.3% | +85.6% | +111.7% | +44.2% |
| 5Y | +413.0% | +85.5% | +327.5% | +142.7% |
| 10Y | +1,543.9% | +456.0% | +1,087.9% | +67.7% |
| All | +2,047.3% | +1,132.2% | +915.1% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling