+409.8%
JBL vs SM
+119.2%
+290.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -7.5% | +20.3% | -27.8% | -10.4% |
| 3M | -14.1% | +22.9% | -37.0% | -17.8% |
| 6M | +25.9% | +47.8% | -22.0% | +14.0% |
| YTD | +36.7% | +107.5% | -70.8% | +14.2% |
| 1Y | +49.0% | +51.7% | -2.7% | +32.7% |
| 3Y | +191.8% | -0.9% | +192.6% | +174.1% |
| 5Y | +409.8% | +112.2% | +297.5% | +303.3% |
| All | +409.8% | +119.2% | +290.6% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling