+34,941.4%
JBL vs STT
+3,471.3%
+31,470.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.9% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -17.0% | -0.4% | -16.6% | -16.6% |
| 3M | -27.4% | -6.5% | -20.9% | -24.8% |
| 6M | -29.1% | +17.2% | -46.3% | -34.0% |
| YTD | +13.6% | +38.2% | -24.6% | -2.0% |
| 1Y | +22.8% | +49.3% | -26.5% | +2.2% |
| 3Y | +103.0% | +181.9% | -78.9% | +24.7% |
| 5Y | +307.4% | +106.9% | +200.4% | +180.2% |
| 10Y | +1,173.9% | +203.1% | +970.8% | +599.5% |
| All | +34,941.4% | +3,471.3% | +31,470.2% | +5,912.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling