+38,774.4%
JBL vs SPG
+5,922.7%
+32,851.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +6.3% | +2.0% | +4.3% | +5.4% |
| 30D | -13.5% | +17.2% | -30.7% | -20.0% |
| 3M | -31.3% | +6.3% | -37.7% | -33.5% |
| 6M | -28.4% | +18.7% | -47.1% | -34.6% |
| YTD | +11.6% | +30.1% | -18.5% | -2.6% |
| 1Y | +26.1% | +32.8% | -6.6% | +9.0% |
| 3Y | +97.4% | +133.6% | -36.2% | +28.6% |
| 5Y | +301.0% | +84.4% | +216.6% | +188.5% |
| 10Y | +1,151.1% | +114.3% | +1,036.8% | +620.7% |
| All | +38,774.4% | +5,922.7% | +32,851.7% | +4,505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling