+388.3%
JBL vs SPXU
-85.5%
+473.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -1.9% |
| 7D | -1.0% | +6.4% | -7.4% | +1.9% |
| 30D | -15.1% | +5.9% | -21.0% | -12.5% |
| 3M | -14.0% | -11.7% | -2.4% | -17.5% |
| 6M | +20.6% | -28.7% | +49.3% | +7.6% |
| YTD | +32.9% | -26.4% | +59.2% | +21.3% |
| 1Y | +40.5% | -35.2% | +75.8% | +23.2% |
| 3Y | +183.7% | -79.8% | +263.5% | +76.6% |
| 5Y | +388.3% | -86.1% | +474.4% | +222.8% |
| All | +388.3% | -85.5% | +473.9% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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