+637.9%
JBL vs SPYG
+559.2%
+78.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +4.0% | +0.3% | +3.7% | +3.6% |
| 30D | -7.5% | -1.7% | -5.8% | -5.3% |
| 3M | -14.1% | +3.6% | -17.7% | -17.4% |
| 6M | +25.9% | +16.6% | +9.3% | +4.6% |
| YTD | +36.7% | +13.4% | +23.3% | +18.0% |
| 1Y | +49.0% | +19.6% | +29.4% | +20.5% |
| 3Y | +191.8% | +99.8% | +92.0% | +21.9% |
| 5Y | +409.8% | +85.0% | +324.8% | +129.6% |
| 10Y | +1,509.2% | +422.1% | +1,087.1% | +79.0% |
| All | +637.9% | +559.2% | +78.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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