+278.0%
JBL vs SUI
-26.3%
+304.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.4% |
| 7D | -12.3% | +6.2% | -18.5% | -13.4% |
| 30D | -20.2% | +8.6% | -28.7% | -21.8% |
| 3M | -30.6% | +1.0% | -31.6% | -31.0% |
| 6M | -35.8% | -2.6% | -33.2% | -35.8% |
| YTD | +4.9% | -0.1% | +5.1% | +3.8% |
| 1Y | +11.3% | +0.5% | +10.8% | +9.9% |
| 3Y | +89.1% | +15.3% | +73.9% | +72.4% |
| All | +278.0% | -26.3% | +304.3% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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