+129.7%
JBL vs SN
+681.9%
-552.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +4.8% |
| 7D | -5.2% | +7.6% | -12.8% | -7.1% |
| 30D | -17.5% | +24.1% | -41.6% | -22.5% |
| 3M | -26.0% | +23.7% | -49.7% | -30.5% |
| 6M | -28.9% | +105.5% | -134.4% | -42.8% |
| YTD | +10.8% | +105.1% | -94.3% | -11.1% |
| 1Y | +18.3% | +148.3% | -130.0% | -9.9% |
| 3Y | +102.2% | +438.7% | -336.5% | +38.3% |
| All | +129.7% | +681.9% | -552.2% | +56.7% |
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