-91.0%
SNDQ vs JBL
-23.3%
-67.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.8% | +20.1% | +3.3% |
| 7D | +66.1% | -11.1% | +77.3% | +30.9% |
| 30D | +122.5% | -14.1% | +136.6% | +67.3% |
| 3M | +11.6% | -23.9% | +35.5% | -38.5% |
| 6M | -82.2% | -24.1% | -58.1% | -83.9% |
| All | -91.0% | -23.3% | -67.8% | -91.8% |
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