+1,395.8%
JBL vs SFM
+132.6%
+1,263.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.3% | +1.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -8.3% | -4.4% | -3.9% | -7.8% |
| 3M | -16.9% | +1.5% | -18.4% | -17.4% |
| 6M | +21.8% | +6.5% | +15.3% | +19.3% |
| YTD | +36.3% | +2.2% | +34.1% | +34.1% |
| 1Y | +49.5% | -41.9% | +91.4% | +59.6% |
| 3Y | +170.6% | +106.8% | +63.9% | +133.5% |
| 5Y | +408.4% | +231.6% | +176.8% | +296.2% |
| 10Y | +1,450.4% | +258.4% | +1,192.0% | +1,028.3% |
| All | +1,395.8% | +132.6% | +1,263.2% | +1,076.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling