+699.2%
JBL vs SITM
+4,532.8%
-3,833.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | -1.0% | +4.8% | -5.9% | -2.2% |
| 30D | -15.1% | -9.7% | -5.4% | -13.1% |
| 3M | -14.0% | -9.3% | -4.7% | -13.2% |
| 6M | +20.6% | +69.5% | -48.9% | +3.6% |
| YTD | +32.9% | +70.5% | -37.6% | +13.1% |
| 1Y | +40.5% | +145.3% | -104.7% | +8.5% |
| 3Y | +183.7% | +432.8% | -249.0% | +69.5% |
| 5Y | +388.3% | +174.0% | +214.3% | +201.6% |
| All | +699.2% | +4,532.8% | -3,833.7% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling