+226.7%
SLV vs JBL
+744.5%
-517.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -3.9% | +10.0% | -13.8% | -5.0% |
| 30D | -15.6% | -18.2% | +2.6% | -13.6% |
| 3M | -23.6% | -29.0% | +5.4% | -20.4% |
| 6M | -42.6% | -25.9% | -16.7% | -40.6% |
| YTD | -30.0% | +14.1% | -44.1% | -31.2% |
| 1Y | -6.6% | +21.7% | -28.3% | -8.9% |
| 3Y | +121.8% | +103.8% | +18.0% | +101.0% |
| 5Y | +92.7% | +310.0% | -217.3% | +59.4% |
| 10Y | +174.0% | +1,179.2% | -1,005.2% | +95.4% |
| All | +226.7% | +744.5% | -517.9% | +126.0% |
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