+562.3%
SE vs JBL
+1,041.8%
-479.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | +0.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.3% |
| 30D | -18.1% | -15.1% | -3.0% | -12.0% |
| 3M | +30.6% | -14.0% | +44.7% | +37.7% |
| 6M | +20.8% | +20.6% | +0.2% | +5.5% |
| YTD | -15.6% | +32.9% | -48.5% | -30.7% |
| 1Y | -44.2% | +40.5% | -84.7% | -56.2% |
| 3Y | +181.5% | +183.7% | -2.2% | +39.5% |
| 5Y | -66.9% | +388.3% | -455.3% | -88.1% |
| All | +562.3% | +1,041.8% | -479.5% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling