+1,176.2%
JBL vs STZ
+12.6%
+1,163.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | -18.2% | +14.7% | -32.9% | -22.8% |
| 3M | -29.0% | +8.8% | -37.8% | -32.0% |
| 6M | -25.9% | +3.1% | -28.9% | -28.0% |
| YTD | +14.1% | +7.9% | +6.2% | +6.9% |
| 1Y | +21.7% | +14.2% | +7.5% | +10.9% |
| 3Y | +103.8% | -35.2% | +139.0% | +131.5% |
| 5Y | +310.0% | -29.6% | +339.6% | +339.3% |
| All | +1,176.2% | +12.6% | +1,163.6% | +1,010.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling