+303.6%
JBL vs SPY
+72.1%
+231.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | +6.3% | +2.6% | +3.7% | +2.7% |
| 30D | -13.5% | -2.0% | -11.5% | -10.7% |
| 3M | -31.3% | -2.8% | -28.6% | -28.1% |
| 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% | +8.9% |
| 3Y | +97.4% | +77.7% | +19.7% | -1.0% |
| All | +303.6% | +72.1% | +231.5% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling