+184.3%
SE vs JBL
+189.2%
-4.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -3.6% | +4.0% | -7.6% | -4.7% |
| 30D | -5.3% | -7.5% | +2.2% | -3.3% |
| 3M | +28.1% | -14.1% | +42.1% | +32.6% |
| 6M | +20.7% | +25.9% | -5.2% | +9.1% |
| YTD | -14.8% | +36.7% | -51.4% | -25.6% |
| 1Y | -43.6% | +49.0% | -92.6% | -52.7% |
| All | +184.3% | +189.2% | -4.9% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling