+197.3%
JBL vs SHAK
-2.6%
+199.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.2% | +1.9% | +4.3% |
| 7D | +2.4% | -8.3% | +10.7% | +4.6% |
| 30D | -13.1% | -12.6% | -0.5% | -10.2% |
| 3M | -15.6% | +9.1% | -24.7% | -18.3% |
| 6M | +24.6% | -31.2% | +55.8% | +34.5% |
| YTD | +39.6% | -21.6% | +61.2% | +45.0% |
| 1Y | +48.6% | -38.8% | +87.4% | +64.8% |
| 3Y | +197.3% | +0.6% | +196.6% | +193.9% |
| All | +197.3% | -2.6% | +199.9% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling