+167.8%
SLV vs JBL
+405.9%
-238.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | +2.5% | +4.4% | -1.9% | +1.7% |
| 30D | +3.3% | -8.4% | +11.7% | +4.8% |
| 3M | -3.6% | -14.2% | +10.6% | -1.4% |
| 6M | -21.8% | +29.6% | -51.4% | -25.1% |
| YTD | -7.8% | +37.1% | -44.9% | -12.3% |
| 1Y | +58.3% | +49.5% | +8.8% | +48.8% |
| 3Y | +182.6% | +192.7% | -10.1% | +138.0% |
| 5Y | +167.8% | +411.3% | -243.6% | +98.6% |
| All | +167.8% | +405.9% | -238.1% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling