+26.1%
JBL vs SIMO
+90.9%
-64.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.8% |
| 7D | +6.3% | +4.1% | +2.2% | +5.2% |
| 30D | -13.5% | -24.0% | +10.5% | -8.1% |
| 3M | -31.3% | -31.8% | +0.4% | -25.7% |
| 6M | -28.4% | -36.9% | +8.4% | -21.8% |
| YTD | +11.6% | +84.8% | -73.2% | -0.4% |
| 1Y | +26.1% | +99.0% | -72.9% | +7.5% |
| All | +26.1% | +90.9% | -64.8% | +7.5% |
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