-4.9%
SHOP vs JBL
+20.8%
-25.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.8% | +12.2% | +7.8% |
| 7D | -9.0% | -11.1% | +2.1% | -7.9% |
| 30D | -4.4% | -14.1% | +9.7% | -2.9% |
| 3M | +24.1% | -23.9% | +48.0% | +27.1% |
| 6M | +20.0% | -24.1% | +44.1% | +20.6% |
| YTD | -4.9% | +13.5% | -18.4% | -16.4% |
| 1Y | -4.9% | +23.7% | -28.6% | -21.8% |
| All | -4.9% | +20.8% | -25.7% | -21.8% |
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 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