+278.0%
JBL vs SWK
-25.5%
+303.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -12.3% | +11.0% | -23.4% | -16.4% |
| 30D | -20.2% | +30.1% | -50.2% | -28.7% |
| 3M | -30.6% | +14.7% | -45.3% | -34.9% |
| 6M | -35.8% | +44.5% | -80.3% | -45.3% |
| YTD | +4.9% | +59.4% | -54.4% | -14.6% |
| 1Y | +11.3% | +77.5% | -66.2% | -13.3% |
| 3Y | +89.1% | +49.5% | +39.6% | +50.7% |
| All | +278.0% | -25.5% | +303.4% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling