+303.2%
JBL vs SIMO
+170.7%
+132.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.7% | 0.0% | +4.1% |
| 7D | -5.2% | -8.2% | +3.0% | -3.0% |
| 30D | -17.5% | -34.6% | +17.1% | -8.2% |
| 3M | -26.0% | -32.6% | +6.7% | -19.2% |
| 6M | -28.9% | -31.8% | +3.0% | -23.5% |
| YTD | +10.8% | +87.6% | -76.8% | -12.9% |
| 1Y | +18.3% | +86.7% | -68.4% | -6.9% |
| 3Y | +102.2% | +227.4% | -125.2% | +32.8% |
| 5Y | +303.2% | +173.0% | +130.2% | +164.1% |
| All | +303.2% | +170.7% | +132.5% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling