+409.8%
JBL vs STZ
-38.0%
+447.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +4.0% | -6.0% | +10.0% | +5.2% |
| 30D | -7.5% | -8.9% | +1.4% | -6.0% |
| 3M | -14.1% | -12.6% | -1.5% | -12.2% |
| 6M | +25.9% | -17.2% | +43.1% | +29.9% |
| YTD | +36.7% | -10.0% | +46.7% | +36.8% |
| 1Y | +49.0% | -14.3% | +63.3% | +50.9% |
| 3Y | +191.8% | -49.9% | +241.7% | +244.5% |
| 5Y | +409.8% | -38.2% | +448.0% | +424.3% |
| All | +409.8% | -38.0% | +447.7% | +424.3% |
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