+23.7%
JBL vs SN
+156.5%
-132.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.1% | -8.9% | -6.1% |
| 7D | -11.1% | +10.6% | -21.8% | -14.1% |
| 30D | -14.1% | +20.0% | -34.1% | -19.4% |
| 3M | -23.9% | +30.4% | -54.3% | -31.0% |
| 6M | -24.1% | +91.0% | -115.1% | -42.0% |
| YTD | +13.5% | +95.9% | -82.5% | -15.8% |
| 1Y | +23.7% | +158.9% | -135.2% | -19.0% |
| All | +23.7% | +156.5% | -132.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling