+153.1%
SO vs JBL
+1,558.3%
-1,405.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.1% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | -5.0% | -13.1% | +8.1% | -3.8% |
| 3M | -5.8% | -15.6% | +9.8% | -4.5% |
| 6M | -7.9% | +24.6% | -32.5% | -11.0% |
| YTD | +2.4% | +39.6% | -37.2% | -2.5% |
| 1Y | -2.3% | +48.6% | -50.9% | -8.0% |
| 3Y | +41.9% | +197.3% | -155.4% | +17.1% |
| 5Y | +58.1% | +413.0% | -354.9% | +14.2% |
| All | +153.1% | +1,558.3% | -1,405.2% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling