+5,127.7%
JBL vs SPXU
-100.0%
+5,227.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +1.4% |
| 7D | +4.4% | -1.5% | +5.9% | +3.7% |
| 30D | -8.4% | +3.7% | -12.2% | -6.6% |
| 3M | -14.2% | -9.6% | -4.6% | -16.8% |
| 6M | +29.6% | -32.4% | +62.0% | +12.1% |
| YTD | +37.1% | -28.7% | +65.8% | +22.7% |
| 1Y | +49.5% | -38.2% | +87.7% | +27.1% |
| 3Y | +192.7% | -80.4% | +273.1% | +69.8% |
| 5Y | +411.3% | -86.0% | +497.4% | +215.3% |
| 10Y | +1,447.6% | -99.5% | +1,547.1% | +212.3% |
| All | +5,127.7% | -100.0% | +5,227.7% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling