+8,434.7%
SHOP vs JBL
+1,277.8%
+7,156.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.3% |
| 7D | -5.1% | +3.0% | -8.1% | -6.5% |
| 30D | +0.6% | -8.3% | +8.9% | +4.3% |
| 3M | +25.0% | -16.9% | +41.9% | +33.7% |
| 6M | +11.9% | +21.8% | -9.9% | -4.5% |
| YTD | -9.9% | +36.3% | -46.2% | -28.4% |
| 1Y | 0.0% | +49.5% | -49.5% | -25.2% |
| 3Y | +117.5% | +170.6% | -53.1% | +12.2% |
| 5Y | -6.6% | +408.4% | -415.0% | -65.6% |
| 10Y | +3,320.3% | +1,450.4% | +1,869.9% | +590.8% |
| All | +8,434.7% | +1,277.8% | +7,156.9% | +1,884.4% |
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