+1,525.1%
JBL vs SIRI
-10.2%
+1,535.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.8% |
| 7D | +2.4% | +0.6% | +1.9% | +2.2% |
| 30D | -13.1% | +2.5% | -15.6% | -13.9% |
| 3M | -15.6% | +6.6% | -22.2% | -17.9% |
| 6M | +24.6% | +32.9% | -8.3% | +13.0% |
| YTD | +39.6% | +50.5% | -10.9% | +20.9% |
| 1Y | +48.6% | +28.0% | +20.6% | +34.9% |
| 3Y | +197.3% | -22.4% | +219.7% | +199.1% |
| 5Y | +413.0% | -41.3% | +454.3% | +428.0% |
| All | +1,525.1% | -10.2% | +1,535.3% | +1,242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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