+1,509.2%
JBL vs STT
+262.1%
+1,247.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +4.0% | +1.0% | +3.0% | +3.4% |
| 30D | -7.5% | +2.8% | -10.3% | -8.9% |
| 3M | -14.1% | +18.1% | -32.2% | -21.7% |
| 6M | +25.9% | +59.2% | -33.3% | -2.6% |
| YTD | +36.7% | +51.5% | -14.8% | +8.3% |
| 1Y | +49.0% | +75.7% | -26.7% | +8.8% |
| 3Y | +191.8% | +200.8% | -9.0% | +57.4% |
| 5Y | +409.8% | +155.8% | +254.0% | +186.6% |
| 10Y | +1,509.2% | +266.4% | +1,242.9% | +581.6% |
| All | +1,509.2% | +262.1% | +1,247.2% | +581.6% |
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 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