+7,179.4%
JBL vs SPXS
-100.0%
+7,279.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | +0.4% |
| 7D | +4.0% | +1.2% | +2.8% | +4.7% |
| 30D | -7.5% | +5.2% | -12.7% | -5.0% |
| 3M | -14.1% | -9.2% | -4.9% | -16.5% |
| 6M | +25.9% | -29.6% | +55.5% | +10.8% |
| YTD | +36.7% | -27.6% | +64.3% | +23.0% |
| 1Y | +49.0% | -36.7% | +85.7% | +27.9% |
| 3Y | +191.8% | -79.8% | +271.6% | +70.6% |
| 5Y | +409.8% | -85.9% | +495.6% | +213.6% |
| 10Y | +1,509.2% | -99.5% | +1,608.8% | +208.7% |
| All | +7,179.4% | -100.0% | +7,279.4% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling