+41,936.4%
JBL vs SPY
+3,067.8%
+38,868.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -8.3% | +0.1% | -8.3% | -8.3% |
| 3M | -16.9% | +2.0% | -18.9% | -18.7% |
| 6M | +21.8% | +13.0% | +8.7% | +3.4% |
| YTD | +36.3% | +13.5% | +22.8% | +15.2% |
| 1Y | +49.5% | +20.0% | +29.5% | +17.3% |
| 3Y | +170.6% | +77.2% | +93.4% | +22.5% |
| 5Y | +408.4% | +81.9% | +326.5% | +121.3% |
| 10Y | +1,450.4% | +314.1% | +1,136.3% | +107.6% |
| All | +41,936.4% | +3,067.8% | +38,868.7% | +845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling