+363.5%
SE vs JBL
+858.7%
-495.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | -0.5% | +6.3% | -6.8% | -3.4% |
| 30D | -20.9% | -13.5% | -7.4% | -15.9% |
| 3M | -38.9% | -31.3% | -7.6% | -28.5% |
| 6M | -19.4% | -28.4% | +9.0% | -9.3% |
| YTD | -40.9% | +11.6% | -52.5% | -48.2% |
| 1Y | -46.2% | +26.1% | -72.3% | -55.9% |
| 3Y | +63.7% | +97.4% | -33.6% | -1.9% |
| 5Y | -77.9% | +301.0% | -378.9% | -91.4% |
| All | +363.5% | +858.7% | -495.2% | +17.3% |
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