+1,525.1%
JBL vs SGI
+270.1%
+1,255.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.1% | +4.7% |
| 7D | +2.4% | -4.5% | +6.9% | +4.1% |
| 30D | -13.1% | +4.2% | -17.3% | -14.6% |
| 3M | -15.6% | -7.4% | -8.1% | -13.8% |
| 6M | +24.6% | -15.1% | +39.6% | +30.8% |
| YTD | +39.6% | -24.7% | +64.3% | +52.4% |
| 1Y | +48.6% | -21.8% | +70.4% | +59.2% |
| 3Y | +197.3% | +50.0% | +147.2% | +147.1% |
| 5Y | +413.0% | +48.9% | +364.0% | +308.5% |
| All | +1,525.1% | +270.1% | +1,255.0% | +708.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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