+216.5%
SLV vs JBL
+1,478.7%
-1,262.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.6% | -4.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | -1.8% | -15.1% | +13.3% | +0.8% |
| 3M | -0.3% | -14.0% | +13.8% | +1.8% |
| 6M | -28.2% | +20.6% | -48.8% | -30.3% |
| YTD | -10.7% | +32.9% | -43.6% | -14.5% |
| 1Y | +53.7% | +40.5% | +13.2% | +45.8% |
| 3Y | +173.7% | +183.7% | -10.1% | +130.8% |
| 5Y | +161.5% | +388.3% | -226.9% | +100.5% |
| All | +216.5% | +1,478.7% | -1,262.2% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling