+1,447.0%
JBL vs SFM
+268.6%
+1,178.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.6% |
| 7D | -1.0% | -8.8% | +7.7% | +0.1% |
| 30D | -15.1% | -14.5% | -0.6% | -13.5% |
| 3M | -14.0% | -16.8% | +2.8% | -12.3% |
| 6M | +20.6% | -5.3% | +26.0% | +20.1% |
| YTD | +32.9% | -9.4% | +42.3% | +32.8% |
| 1Y | +40.5% | -46.2% | +86.7% | +51.2% |
| 3Y | +183.7% | +81.3% | +102.5% | +150.3% |
| 5Y | +388.3% | +211.9% | +176.5% | +284.7% |
| All | +1,447.0% | +268.6% | +1,178.4% | +958.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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