+1,525.1%
JBL vs SMTC
+548.2%
+976.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.1% | -0.1% | +3.3% |
| 7D | +2.4% | +13.1% | -10.7% | -2.0% |
| 30D | -13.1% | +19.5% | -32.6% | -19.0% |
| 3M | -15.6% | +2.2% | -17.8% | -18.2% |
| 6M | +24.6% | +94.9% | -70.3% | -5.0% |
| YTD | +39.6% | +127.0% | -87.3% | +0.7% |
| 1Y | +48.6% | +174.6% | -126.0% | -0.6% |
| 3Y | +197.3% | +615.9% | -418.7% | +12.1% |
| 5Y | +413.0% | +125.6% | +287.4% | +206.3% |
| All | +1,525.1% | +548.2% | +976.8% | +545.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling