+41,936.4%
JBL vs SM
+1,070.9%
+40,865.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -8.3% | +26.3% | -34.6% | -12.5% |
| 3M | -16.9% | +8.7% | -25.6% | -19.1% |
| 6M | +21.8% | +51.7% | -29.9% | +9.5% |
| YTD | +36.3% | +99.0% | -62.7% | +15.8% |
| 1Y | +49.5% | +34.6% | +14.9% | +36.1% |
| 3Y | +170.6% | -7.8% | +178.4% | +158.0% |
| 5Y | +408.4% | +104.8% | +303.6% | +294.7% |
| 10Y | +1,450.4% | +7.2% | +1,443.1% | +791.7% |
| All | +41,936.4% | +1,070.9% | +40,865.5% | +14,273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling