+1,203.8%
JBL vs SIMO
+3,332.4%
-2,128.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -0.8% |
| 7D | +3.0% | +4.2% | -1.2% | +1.7% |
| 30D | -8.3% | +4.1% | -12.4% | -9.9% |
| 3M | -16.9% | -12.9% | -4.0% | -15.4% |
| 6M | +21.8% | +110.3% | -88.6% | -5.5% |
| YTD | +36.3% | +178.6% | -142.3% | -3.2% |
| 1Y | +49.5% | +220.0% | -170.5% | +1.9% |
| 3Y | +170.6% | +409.0% | -238.4% | +59.8% |
| 5Y | +408.4% | +277.3% | +131.1% | +209.6% |
| 10Y | +1,450.4% | +506.6% | +943.8% | +680.0% |
| All | +1,203.8% | +3,332.4% | -2,128.6% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling