+1,447.0%
JBL vs SIMO
+557.5%
+889.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.4% |
| 7D | -1.0% | +12.5% | -13.6% | -4.6% |
| 30D | -15.1% | +18.4% | -33.5% | -19.7% |
| 3M | -14.0% | +5.6% | -19.7% | -17.2% |
| 6M | +20.6% | +116.9% | -96.3% | -10.1% |
| YTD | +32.9% | +188.4% | -155.5% | -11.0% |
| 1Y | +40.5% | +221.3% | -180.7% | -9.4% |
| 3Y | +183.7% | +438.6% | -254.8% | +51.3% |
| 5Y | +388.3% | +287.9% | +100.4% | +171.9% |
| All | +1,447.0% | +557.5% | +889.5% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling