+409.8%
JBL vs STLA
-63.2%
+472.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.3% |
| 7D | +4.0% | +0.4% | +3.6% | +3.8% |
| 30D | -7.5% | -5.2% | -2.3% | -6.2% |
| 3M | -14.1% | -24.9% | +10.8% | -6.1% |
| 6M | +25.9% | -25.2% | +51.1% | +37.4% |
| YTD | +36.7% | -51.4% | +88.1% | +69.0% |
| 1Y | +49.0% | -40.7% | +89.7% | +67.3% |
| 3Y | +191.8% | -66.3% | +258.0% | +285.4% |
| 5Y | +409.8% | -63.2% | +473.0% | +515.4% |
| All | +409.8% | -63.2% | +472.9% | +515.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling