+1,525.1%
JBL vs SHAK
+87.2%
+1,437.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.2% | +1.9% | +4.2% |
| 7D | +2.4% | -8.3% | +10.7% | +4.8% |
| 30D | -13.1% | -12.6% | -0.5% | -10.0% |
| 3M | -15.6% | +9.1% | -24.7% | -18.4% |
| 6M | +24.6% | -31.2% | +55.8% | +34.1% |
| YTD | +39.6% | -21.6% | +61.2% | +44.5% |
| 1Y | +48.6% | -38.8% | +87.4% | +63.9% |
| 3Y | +197.3% | +0.6% | +196.6% | +172.3% |
| 5Y | +413.0% | -22.5% | +435.5% | +376.7% |
| All | +1,525.1% | +87.2% | +1,437.8% | +965.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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