+1,514.3%
JBL vs SHAK
+31.3%
+1,483.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | -1.0% | -11.0% | +9.9% | +1.7% |
| 30D | -15.1% | -14.0% | -1.0% | -12.1% |
| 3M | -14.0% | +13.3% | -27.3% | -17.3% |
| 6M | +20.6% | -35.3% | +55.9% | +30.6% |
| YTD | +32.9% | -24.0% | +56.9% | +38.2% |
| 1Y | +40.5% | -36.7% | +77.2% | +51.9% |
| 3Y | +183.7% | -5.4% | +189.1% | +168.7% |
| 5Y | +388.3% | -24.9% | +413.2% | +365.0% |
| 10Y | +1,464.9% | +79.6% | +1,385.3% | +1,065.7% |
| All | +1,514.3% | +31.3% | +1,483.0% | +1,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling