+411.3%
JBL vs SIMO
+297.1%
+114.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -1.1% |
| 7D | +4.4% | +14.6% | -10.2% | +0.5% |
| 30D | -8.4% | +6.2% | -14.7% | -10.4% |
| 3M | -14.2% | +3.6% | -17.7% | -16.4% |
| 6M | +29.6% | +130.8% | -101.2% | -0.9% |
| YTD | +37.1% | +195.8% | -158.7% | -3.9% |
| 1Y | +49.5% | +225.0% | -175.5% | +1.6% |
| 3Y | +192.7% | +452.3% | -259.6% | +68.6% |
| 5Y | +411.3% | +303.6% | +107.8% | +220.9% |
| All | +411.3% | +297.1% | +114.2% | +220.9% |
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