+183.0%
JBL vs SPXS
-79.1%
+262.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.6% | -1.8% |
| 7D | -1.0% | +6.4% | -7.4% | +2.3% |
| 30D | -15.1% | +6.0% | -21.1% | -12.2% |
| 3M | -14.0% | -11.6% | -2.4% | -18.0% |
| 6M | +20.6% | -28.7% | +49.3% | +5.8% |
| YTD | +32.9% | -26.3% | +59.2% | +19.7% |
| 1Y | +40.5% | -34.9% | +75.5% | +21.2% |
| All | +183.0% | -79.1% | +262.1% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling