+49.5%
JBL vs STZ
-10.2%
+59.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +3.0% | -1.9% | +4.9% | +2.8% |
| 30D | -8.3% | -1.9% | -6.4% | -8.5% |
| 3M | -16.9% | -6.2% | -10.7% | -17.2% |
| 6M | +21.8% | -14.0% | +35.8% | +21.0% |
| YTD | +36.3% | -5.1% | +41.4% | +34.7% |
| 1Y | +49.5% | -9.6% | +59.1% | +46.4% |
| All | +49.5% | -10.2% | +59.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling