+409.8%
JBL vs SPG
+104.0%
+305.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.9% |
| 7D | +4.0% | -1.7% | +5.7% | +4.8% |
| 30D | -7.5% | -6.3% | -1.2% | -4.5% |
| 3M | -14.1% | -2.4% | -11.6% | -13.8% |
| 6M | +25.9% | +9.6% | +16.2% | +18.4% |
| YTD | +36.7% | +14.2% | +22.5% | +25.5% |
| 1Y | +49.0% | +19.3% | +29.7% | +33.2% |
| 3Y | +191.8% | +106.7% | +85.1% | +86.5% |
| 5Y | +409.8% | +104.2% | +305.6% | +232.7% |
| All | +409.8% | +104.0% | +305.7% | +232.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling