+95.9%
JBL vs SWK
+54.4%
+41.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -8.1% | +11.3% | -19.4% | -12.1% |
| 30D | -18.4% | +31.5% | -49.9% | -27.3% |
| 3M | -25.8% | +14.4% | -40.2% | -30.0% |
| 6M | -29.6% | +46.4% | -76.1% | -40.3% |
| YTD | +9.6% | +61.6% | -51.9% | -11.1% |
| 1Y | +14.1% | +78.7% | -64.7% | -11.1% |
| 3Y | +95.9% | +54.4% | +41.5% | +58.0% |
| All | +95.9% | +54.4% | +41.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling