+192.7%
JBL vs STT
+203.8%
-11.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.4% |
| 7D | +4.4% | +2.2% | +2.2% | +3.0% |
| 30D | -8.4% | +3.9% | -12.3% | -10.7% |
| 3M | -14.2% | +19.2% | -33.3% | -23.4% |
| 6M | +29.6% | +60.4% | -30.8% | -3.9% |
| YTD | +37.1% | +51.5% | -14.4% | +4.8% |
| 1Y | +49.5% | +76.3% | -26.8% | +4.1% |
| 3Y | +192.7% | +200.7% | -8.1% | +66.4% |
| All | +192.7% | +203.8% | -11.1% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling