+183.2%
JBL vs SN
+476.8%
-293.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.6% |
| 7D | +4.0% | -3.4% | +7.4% | +5.0% |
| 30D | -7.5% | -9.1% | +1.6% | -5.1% |
| 3M | -14.1% | +31.8% | -45.8% | -21.1% |
| 6M | +25.9% | +52.0% | -26.1% | +10.1% |
| YTD | +36.7% | +51.3% | -14.6% | +19.7% |
| 1Y | +49.0% | +46.9% | +2.1% | +30.8% |
| 3Y | +191.8% | +394.9% | -203.2% | +117.8% |
| All | +183.2% | +476.8% | -293.6% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling