-75.5%
SMR vs JBL
+47.2%
-122.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.0% | -20.7% | -20.3% |
| 7D | -11.2% | +2.4% | -13.7% | -13.9% |
| 30D | -10.2% | -13.1% | +2.9% | +1.4% |
| 3M | -10.0% | -15.6% | +5.6% | +3.2% |
| 6M | -30.5% | +24.6% | -55.0% | -43.7% |
| YTD | -39.2% | +39.6% | -78.8% | -57.2% |
| 1Y | -75.5% | +48.6% | -124.1% | -84.3% |
| All | -75.5% | +47.2% | -122.7% | -84.3% |
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