+303.6%
JBL vs SGI
+41.4%
+262.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +6.3% | -5.3% | +11.7% | +8.5% |
| 30D | -13.5% | -2.1% | -11.4% | -13.6% |
| 3M | -31.3% | -8.2% | -23.2% | -29.9% |
| 6M | -28.4% | -4.6% | -23.9% | -28.6% |
| YTD | +11.6% | -31.5% | +43.0% | +26.1% |
| 1Y | +26.1% | -30.8% | +56.9% | +41.9% |
| 3Y | +97.4% | +67.2% | +30.1% | +51.7% |
| All | +303.6% | +41.4% | +262.2% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling