+197.3%
JBL vs SITM
+452.7%
-255.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.5% | +3.6% |
| 7D | +2.4% | +3.9% | -1.4% | +1.4% |
| 30D | -13.1% | -6.6% | -6.5% | -11.6% |
| 3M | -15.6% | -11.9% | -3.7% | -14.2% |
| 6M | +24.6% | +81.1% | -56.6% | +3.2% |
| YTD | +39.6% | +80.0% | -40.4% | +14.8% |
| 1Y | +48.6% | +145.8% | -97.2% | +11.3% |
| 3Y | +197.3% | +475.9% | -278.6% | +69.0% |
| All | +197.3% | +452.7% | -255.4% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling