+1,148.2%
JBL vs SPY
+307.0%
+841.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | +6.3% | +2.6% | +3.7% | +2.8% |
| 30D | -13.5% | -2.0% | -11.5% | -10.8% |
| 3M | -31.3% | -2.8% | -28.6% | -28.2% |
| 6M | -28.4% | +2.1% | -30.6% | -29.6% |
| YTD | +11.6% | +11.5% | +0.1% | -1.5% |
| 1Y | +26.1% | +13.5% | +12.7% | +9.0% |
| 3Y | +97.4% | +77.7% | +19.7% | -3.5% |
| 5Y | +301.0% | +72.6% | +228.4% | +106.2% |
| All | +1,148.2% | +307.0% | +841.2% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling