-66.3%
SE vs JBL
+410.1%
-476.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -3.6% | +4.0% | -7.6% | -5.5% |
| 30D | -5.3% | -7.5% | +2.2% | -1.9% |
| 3M | +28.1% | -14.1% | +42.1% | +35.4% |
| 6M | +20.7% | +25.9% | -5.2% | +1.5% |
| YTD | -14.8% | +36.7% | -51.4% | -32.6% |
| 1Y | -43.6% | +49.0% | -92.6% | -58.4% |
| 3Y | +184.2% | +191.8% | -7.6% | +17.2% |
| 5Y | -66.3% | +409.8% | -476.1% | -92.8% |
| All | -66.3% | +410.1% | -476.4% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling