-48.8%
SE vs JBL
+20.8%
-69.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.8% | +9.3% | +5.2% |
| 7D | +6.7% | -11.1% | +17.8% | +8.6% |
| 30D | -17.2% | -14.1% | -3.1% | -15.3% |
| 3M | -28.0% | -23.9% | -4.1% | -25.1% |
| 6M | -6.1% | -24.1% | +18.0% | -4.1% |
| YTD | -37.1% | +13.5% | -50.6% | -43.4% |
| 1Y | -48.8% | +23.7% | -72.5% | -57.1% |
| All | -48.8% | +20.8% | -69.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling