+388.3%
JBL vs STT
+153.4%
+234.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | -1.0% | -1.4% | +0.3% | -0.3% |
| 30D | -15.1% | +2.2% | -17.3% | -16.1% |
| 3M | -14.0% | +18.8% | -32.9% | -21.8% |
| 6M | +20.6% | +57.9% | -37.3% | -5.8% |
| YTD | +32.9% | +51.0% | -18.1% | +6.1% |
| 1Y | +40.5% | +77.1% | -36.6% | +3.1% |
| 3Y | +183.7% | +199.8% | -16.1% | +58.3% |
| 5Y | +388.3% | +156.0% | +232.4% | +169.3% |
| All | +388.3% | +153.4% | +234.9% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling