+1,525.1%
JBL vs SPXS
-99.6%
+1,624.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +4.0% |
| 7D | +2.4% | +2.5% | -0.1% | +3.7% |
| 30D | -13.1% | +4.2% | -17.3% | -11.2% |
| 3M | -15.6% | -9.3% | -6.3% | -18.0% |
| 6M | +24.6% | -30.7% | +55.3% | +10.0% |
| YTD | +39.6% | -28.1% | +67.7% | +26.5% |
| 1Y | +48.6% | -35.1% | +83.7% | +30.8% |
| 3Y | +197.3% | -79.6% | +276.8% | +84.2% |
| 5Y | +413.0% | -86.3% | +499.3% | +229.4% |
| All | +1,525.1% | -99.6% | +1,624.6% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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