+23.7%
JBL vs SIMO
+94.5%
-70.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.6% | +4.8% | -2.5% |
| 7D | -11.1% | -16.9% | +5.8% | -7.2% |
| 30D | -14.1% | -35.4% | +21.3% | -5.3% |
| 3M | -23.9% | -31.9% | +7.9% | -17.9% |
| 6M | -24.1% | -19.3% | -4.8% | -20.2% |
| YTD | +13.5% | +98.5% | -85.0% | -5.5% |
| 1Y | +23.7% | +100.5% | -76.8% | +2.0% |
| All | +23.7% | +94.5% | -70.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling