+47,385.6%
JBL vs SPG
+5,256.9%
+42,128.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +3.0% | -2.4% | +5.4% | +4.2% |
| 30D | -8.3% | -6.8% | -1.4% | -5.2% |
| 3M | -16.9% | +2.7% | -19.6% | -18.6% |
| 6M | +21.8% | +5.5% | +16.3% | +17.8% |
| YTD | +36.3% | +15.7% | +20.6% | +26.0% |
| 1Y | +49.5% | +20.9% | +28.6% | +35.0% |
| 3Y | +170.6% | +112.4% | +58.2% | +84.7% |
| 5Y | +408.4% | +101.4% | +307.0% | +250.7% |
| 10Y | +1,450.4% | +60.6% | +1,389.7% | +927.4% |
| All | +47,385.6% | +5,256.9% | +42,128.7% | +5,857.9% |
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