-95.2%
SNDQ vs JBL
-5.6%
-89.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.0% | +1.8% | +21.1% |
| 7D | +11.6% | +2.4% | +9.2% | +17.9% |
| 30D | -45.1% | -13.1% | -32.0% | -62.4% |
| 3M | -68.6% | -15.6% | -53.0% | -63.8% |
| All | -95.2% | -5.6% | -89.6% | -93.2% |
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 · Available span rolling