+1,447.0%
JBL vs STLA
+51.6%
+1,395.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.0% | -3.8% | +2.8% | +0.4% |
| 30D | -15.1% | -3.1% | -12.0% | -14.5% |
| 3M | -14.0% | -19.6% | +5.6% | -7.5% |
| 6M | +20.6% | -23.5% | +44.1% | +32.0% |
| YTD | +32.9% | -51.5% | +84.4% | +68.8% |
| 1Y | +40.5% | -39.7% | +80.2% | +60.1% |
| 3Y | +183.7% | -66.3% | +250.1% | +290.6% |
| 5Y | +388.3% | -63.1% | +451.5% | +523.7% |
| All | +1,447.0% | +51.6% | +1,395.4% | +1,187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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