+589.4%
SE vs JBL
+1,071.1%
-481.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.6% |
| 7D | -6.1% | +3.0% | -9.1% | -7.5% |
| 30D | -2.5% | -8.3% | +5.8% | +1.3% |
| 3M | +21.7% | -16.9% | +38.6% | +30.5% |
| 6M | +27.0% | +21.8% | +5.2% | +10.4% |
| YTD | -12.1% | +36.3% | -48.4% | -28.8% |
| 1Y | -40.9% | +49.5% | -90.4% | -55.1% |
| 3Y | +191.0% | +170.6% | +20.4% | +48.8% |
| 5Y | -68.3% | +408.4% | -476.7% | -88.8% |
| All | +589.4% | +1,071.1% | -481.7% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling