+35,086.2%
JBL vs SM
+953.0%
+34,133.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -0.6% |
| 7D | +10.0% | +10.6% | -0.6% | +7.9% |
| 30D | -18.2% | -15.0% | -3.2% | -15.9% |
| 3M | -29.0% | +1.7% | -30.7% | -29.8% |
| 6M | -25.9% | +5.9% | -31.7% | -28.2% |
| YTD | +14.1% | +79.0% | -64.9% | -1.7% |
| 1Y | +21.7% | +84.7% | -63.0% | +4.0% |
| 3Y | +103.8% | -3.5% | +107.3% | +92.1% |
| 5Y | +310.0% | +4.9% | +305.1% | +262.0% |
| 10Y | +1,179.2% | +17.7% | +1,161.5% | +617.8% |
| All | +35,086.2% | +953.0% | +34,133.3% | +12,096.3% |
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 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