+413.7%
JBL vs SPXS
-86.0%
+499.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +3.9% |
| 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% | -18.1% |
| 6M | +24.6% | -30.7% | +55.3% | +9.8% |
| YTD | +39.6% | -28.1% | +67.7% | +26.2% |
| 1Y | +48.6% | -35.1% | +83.7% | +30.5% |
| 3Y | +197.3% | -79.6% | +276.8% | +85.9% |
| All | +413.7% | -86.0% | +499.7% | +238.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling