+333.1%
SLV vs JBL
+909.0%
-575.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -0.3% | +3.0% | -3.4% | -0.7% |
| 30D | +6.7% | -8.3% | +15.0% | +7.7% |
| 3M | -10.7% | -16.9% | +6.2% | -8.9% |
| 6M | -20.6% | +21.8% | -42.4% | -22.6% |
| YTD | -7.1% | +36.3% | -43.4% | -10.6% |
| 1Y | +62.0% | +49.5% | +12.5% | +54.1% |
| 3Y | +169.8% | +170.6% | -0.8% | +136.0% |
| 5Y | +161.5% | +408.4% | -246.9% | +110.9% |
| 10Y | +224.4% | +1,450.4% | -1,226.0% | +126.2% |
| All | +333.1% | +909.0% | -575.9% | +193.6% |
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 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