+1.5%
SMR vs JBL
+431.1%
-429.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -3.6% |
| 7D | +4.7% | -1.0% | +5.7% | +5.6% |
| 30D | +3.2% | -15.1% | +18.3% | +15.3% |
| 3M | +9.9% | -14.0% | +23.9% | +21.8% |
| 6M | -15.1% | +20.6% | -35.7% | -23.6% |
| YTD | -27.9% | +32.9% | -60.8% | -39.4% |
| 1Y | -70.2% | +40.5% | -110.8% | -75.6% |
| 3Y | +72.5% | +183.7% | -111.3% | -2.1% |
| All | +1.5% | +431.1% | -429.6% | -53.6% |
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