+1,447.0%
JBL vs STZ
-10.3%
+1,457.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.6% | -3.5% |
| 7D | -1.0% | -4.1% | +3.1% | +0.5% |
| 30D | -15.1% | -7.6% | -7.5% | -12.8% |
| 3M | -14.0% | -12.3% | -1.8% | -10.4% |
| 6M | +20.6% | -16.3% | +36.9% | +27.4% |
| YTD | +32.9% | -8.4% | +41.2% | +33.6% |
| 1Y | +40.5% | -10.8% | +51.4% | +42.1% |
| 3Y | +183.7% | -49.0% | +232.7% | +258.7% |
| 5Y | +388.3% | -36.5% | +424.8% | +443.0% |
| All | +1,447.0% | -10.3% | +1,457.3% | +1,336.7% |
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