+1,447.0%
JBL vs SPG
+64.3%
+1,382.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | -1.0% | -2.2% | +1.2% | -0.1% |
| 30D | -15.1% | -5.8% | -9.3% | -12.9% |
| 3M | -14.0% | -2.8% | -11.2% | -13.6% |
| 6M | +20.6% | +8.9% | +11.7% | +15.3% |
| YTD | +32.9% | +14.3% | +18.6% | +24.2% |
| 1Y | +40.5% | +19.5% | +21.0% | +28.5% |
| 3Y | +183.7% | +106.9% | +76.9% | +102.0% |
| 5Y | +388.3% | +108.7% | +279.6% | +242.0% |
| All | +1,447.0% | +64.3% | +1,382.6% | +909.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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