+192.7%
JBL vs SN
+430.5%
-237.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | -8.4% | -5.6% | -2.8% | -6.8% |
| 3M | -14.2% | +48.1% | -62.2% | -25.5% |
| 6M | +29.6% | +57.6% | -28.0% | +9.4% |
| YTD | +37.1% | +56.5% | -19.4% | +15.9% |
| 1Y | +49.5% | +52.6% | -3.1% | +26.7% |
| 3Y | +192.7% | +412.0% | -219.3% | +98.4% |
| All | +192.7% | +430.5% | -237.8% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling