-85.6%
SMR vs JBL
+20.8%
-106.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.8% | +0.4% | -0.6% |
| 7D | -9.5% | -11.1% | +1.6% | -0.7% |
| 30D | -33.2% | -14.1% | -19.1% | -24.7% |
| 3M | -45.9% | -23.9% | -22.0% | -34.3% |
| 6M | -57.9% | -24.1% | -33.8% | -48.6% |
| YTD | -63.8% | +13.5% | -77.3% | -70.2% |
| 1Y | -85.6% | +23.7% | -109.3% | -89.6% |
| All | -85.6% | +20.8% | -106.4% | -89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling