+191.0%
JBL vs SGI
+55.1%
+135.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +4.0% | +0.6% | +3.4% | +3.8% |
| 30D | -7.5% | +5.5% | -13.0% | -9.6% |
| 3M | -14.1% | -3.6% | -10.5% | -13.5% |
| 6M | +25.9% | -15.0% | +40.9% | +32.6% |
| YTD | +36.7% | -23.0% | +59.7% | +48.7% |
| 1Y | +49.0% | -18.4% | +67.4% | +57.8% |
| All | +191.0% | +55.1% | +135.9% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling