+1,176.2%
JBL vs STT
+198.7%
+977.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +10.0% | +5.1% | +4.9% | +7.0% |
| 30D | -18.2% | -0.2% | -18.0% | -17.8% |
| 3M | -29.0% | -8.1% | -20.8% | -25.2% |
| 6M | -25.9% | +16.6% | -42.5% | -31.7% |
| YTD | +14.1% | +37.8% | -23.7% | -4.3% |
| 1Y | +21.7% | +46.8% | -25.2% | -1.3% |
| 3Y | +103.8% | +181.2% | -77.3% | +14.8% |
| 5Y | +310.0% | +105.1% | +204.9% | +162.7% |
| All | +1,176.2% | +198.7% | +977.6% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling