+8,552.4%
SHOP vs JBL
+1,028.0%
+7,524.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.3% |
| 7D | -1.2% | +6.3% | -7.6% | -4.2% |
| 30D | -14.7% | -13.5% | -1.2% | -9.0% |
| 3M | -7.2% | -31.3% | +24.1% | +9.5% |
| 6M | +54.2% | -28.4% | +82.6% | +73.4% |
| YTD | -8.6% | +11.6% | -20.2% | -21.1% |
| 1Y | +0.5% | +26.1% | -25.6% | -19.2% |
| 3Y | +135.9% | +97.4% | +38.6% | +42.4% |
| 5Y | -11.9% | +301.0% | -312.9% | -64.1% |
| 10Y | +3,608.8% | +1,151.1% | +2,457.7% | +720.0% |
| All | +8,552.4% | +1,028.0% | +7,524.4% | +2,085.8% |
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 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