+1,148.2%
JBL vs STT
+198.3%
+950.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +6.3% | +4.8% | +1.6% | +3.6% |
| 30D | -13.5% | +3.9% | -17.4% | -15.2% |
| 3M | -31.3% | -8.2% | -23.2% | -27.7% |
| 6M | -28.4% | +15.6% | -44.0% | -33.8% |
| YTD | +11.6% | +37.6% | -26.0% | -6.3% |
| 1Y | +26.1% | +50.1% | -24.0% | +1.1% |
| 3Y | +97.4% | +183.1% | -85.7% | +10.7% |
| 5Y | +301.0% | +104.8% | +196.2% | +157.1% |
| All | +1,148.2% | +198.3% | +950.0% | +512.1% |
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