+307.4%
JBL vs STZ
-28.3%
+335.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +0.1% | -0.9% | +1.1% | +0.3% |
| 30D | -17.0% | +14.9% | -32.0% | -18.9% |
| 3M | -27.4% | +8.4% | -35.8% | -28.4% |
| 6M | -29.1% | +2.8% | -31.9% | -29.5% |
| YTD | +13.6% | +7.5% | +6.1% | +10.4% |
| 1Y | +22.8% | +12.5% | +10.2% | +17.7% |
| 3Y | +103.0% | -35.4% | +138.4% | +122.6% |
| 5Y | +307.4% | -29.3% | +336.7% | +311.7% |
| All | +307.4% | -28.3% | +335.6% | +311.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling