+26.1%
JBL vs SN
+141.7%
-115.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.1% |
| 7D | +6.3% | +1.5% | +4.8% | +5.8% |
| 30D | -13.5% | +21.5% | -35.0% | -19.0% |
| 3M | -31.3% | +20.0% | -51.4% | -35.4% |
| 6M | -28.4% | +119.9% | -148.4% | -48.3% |
| YTD | +11.6% | +102.3% | -90.7% | -17.4% |
| 1Y | +26.1% | +148.0% | -121.9% | -14.0% |
| All | +26.1% | +141.7% | -115.6% | -14.0% |
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