+48.6%
JBL vs SGI
-21.0%
+69.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.1% | +4.7% |
| 7D | +2.4% | -4.5% | +6.9% | +4.0% |
| 30D | -13.1% | +4.2% | -17.3% | -14.4% |
| 3M | -15.6% | -7.4% | -8.1% | -13.6% |
| 6M | +24.6% | -15.1% | +39.6% | +29.3% |
| YTD | +39.6% | -24.7% | +64.3% | +48.6% |
| 1Y | +48.6% | -21.8% | +70.4% | +63.0% |
| All | +48.6% | -21.0% | +69.6% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling