+52,365.9%
JBL vs SIRI
-18.6%
+52,384.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +4.0% | -3.9% | +7.9% | +4.5% |
| 30D | -7.5% | -0.8% | -6.6% | -7.4% |
| 3M | -14.1% | +4.3% | -18.4% | -14.7% |
| 6M | +25.9% | +34.1% | -8.2% | +21.2% |
| YTD | +36.7% | +47.3% | -10.7% | +29.8% |
| 1Y | +49.0% | +22.9% | +26.1% | +44.4% |
| 3Y | +191.8% | -24.6% | +216.3% | +194.3% |
| 5Y | +409.8% | -43.2% | +453.0% | +421.9% |
| 10Y | +1,509.2% | -12.3% | +1,521.5% | +1,475.0% |
| All | +52,365.9% | -18.6% | +52,384.5% | +40,475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling