+97.4%
JBL vs STLA
-77.1%
+174.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +6.3% | -13.8% | +20.1% | +9.9% |
| 30D | -13.5% | -10.5% | -3.0% | -11.6% |
| 3M | -31.3% | -28.9% | -2.5% | -26.2% |
| 6M | -28.4% | -49.7% | +21.3% | -16.5% |
| YTD | +11.6% | -64.9% | +76.5% | +39.6% |
| 1Y | +26.1% | -64.0% | +90.2% | +55.9% |
| 3Y | +97.4% | -77.4% | +174.8% | +182.8% |
| All | +97.4% | -77.1% | +174.5% | +182.8% |
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