+49.5%
JBL vs STT
+75.3%
-25.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | -8.3% | +3.9% | -12.1% | -10.6% |
| 3M | -16.9% | +20.0% | -36.9% | -26.6% |
| 6M | +21.8% | +55.3% | -33.6% | -9.4% |
| YTD | +36.3% | +53.3% | -17.0% | +1.6% |
| 1Y | +49.5% | +74.7% | -25.2% | +7.6% |
| All | +49.5% | +75.3% | -25.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling