+40.5%
JBL vs SFM
-46.9%
+87.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.8% |
| 7D | -1.0% | -8.8% | +7.7% | -1.4% |
| 30D | -15.1% | -14.5% | -0.6% | -15.6% |
| 3M | -14.0% | -16.8% | +2.8% | -14.8% |
| 6M | +20.6% | -5.3% | +26.0% | +20.2% |
| YTD | +32.9% | -9.4% | +42.3% | +33.7% |
| 1Y | +40.5% | -46.2% | +86.7% | +53.1% |
| All | +40.5% | -46.9% | +87.5% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling