+192.7%
JBL vs SPG
+112.2%
+80.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -8.4% | -4.9% | -3.5% | -6.6% |
| 3M | -14.2% | +3.3% | -17.5% | -16.4% |
| 6M | +29.6% | +11.2% | +18.4% | +21.7% |
| YTD | +37.1% | +17.1% | +20.0% | +25.5% |
| 1Y | +49.5% | +21.6% | +27.9% | +34.0% |
| 3Y | +192.7% | +111.9% | +80.8% | +93.1% |
| All | +192.7% | +112.2% | +80.5% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling