+182.5%
JBL vs SN
+490.7%
-308.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | +3.0% | -9.3% | +12.4% | +5.8% |
| 30D | -8.3% | -4.8% | -3.5% | -7.1% |
| 3M | -16.9% | +40.4% | -57.3% | -25.2% |
| 6M | +21.8% | +50.9% | -29.2% | +6.7% |
| YTD | +36.3% | +54.9% | -18.6% | +18.6% |
| 1Y | +49.5% | +43.0% | +6.5% | +32.0% |
| 3Y | +170.6% | +391.8% | -221.2% | +100.6% |
| All | +182.5% | +490.7% | -308.2% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling