+368.8%
SNXX vs JBL
+31.6%
+337.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.0% | -12.1% | -20.1% |
| 7D | -12.0% | +2.4% | -14.5% | -19.0% |
| 30D | +37.9% | -13.1% | +51.1% | +99.3% |
| 3M | -52.7% | -15.6% | -37.1% | -13.7% |
| 6M | +194.8% | +24.6% | +170.2% | +164.4% |
| All | +368.8% | +31.6% | +337.2% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling