+23.7%
JBL vs SITM
+47.5%
-23.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.4% | +4.5% | -2.1% |
| 7D | -11.1% | -19.5% | +8.4% | -5.4% |
| 30D | -14.1% | -43.2% | +29.1% | +0.5% |
| 3M | -23.9% | -30.8% | +6.9% | -16.8% |
| 6M | -24.1% | -28.6% | +4.5% | -18.7% |
| YTD | +13.5% | +14.2% | -0.7% | +4.5% |
| 1Y | +23.7% | +44.4% | -20.7% | +11.2% |
| All | +23.7% | +47.5% | -23.8% | +11.2% |
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