-45.9%
SE vs JBL
+47.2%
-93.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.4% | -2.1% |
| 7D | -5.2% | +2.4% | -7.6% | -5.6% |
| 30D | -17.1% | -13.1% | -4.0% | -15.4% |
| 3M | +24.0% | -15.6% | +39.6% | +26.6% |
| 6M | +21.0% | +24.6% | -3.6% | +13.8% |
| YTD | -16.7% | +39.6% | -56.3% | -22.9% |
| 1Y | -45.9% | +48.6% | -94.5% | -50.5% |
| All | -45.9% | +47.2% | -93.1% | -50.5% |
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