+49.5%
JBL vs SITM
+174.8%
-125.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | -0.2% |
| 7D | +3.0% | +9.7% | -6.7% | +0.4% |
| 30D | -8.3% | +12.7% | -21.0% | -12.0% |
| 3M | -16.9% | -13.4% | -3.5% | -15.2% |
| 6M | +21.8% | +59.6% | -37.9% | +3.3% |
| YTD | +36.3% | +73.3% | -37.0% | +13.3% |
| 1Y | +49.5% | +165.5% | -116.0% | +15.3% |
| All | +49.5% | +174.8% | -125.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling