+192.7%
JBL vs STLA
-65.4%
+258.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.3% |
| 7D | +4.4% | +0.7% | +3.7% | +4.2% |
| 30D | -8.4% | -2.4% | -6.1% | -8.2% |
| 3M | -14.2% | -23.9% | +9.7% | -8.4% |
| 6M | +29.6% | -24.6% | +54.2% | +38.4% |
| YTD | +37.1% | -50.5% | +87.6% | +60.1% |
| 1Y | +49.5% | -39.8% | +89.3% | +62.0% |
| 3Y | +192.7% | -65.6% | +258.3% | +228.2% |
| All | +192.7% | -65.4% | +258.1% | +228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling