+45.3%
SO vs JBL
+189.9%
-144.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +1.0% | +4.4% | -3.4% | +1.3% |
| 30D | -3.2% | -8.4% | +5.2% | -3.6% |
| 3M | -1.7% | -14.2% | +12.5% | -2.3% |
| 6M | -7.2% | +29.6% | -36.8% | -5.6% |
| YTD | +4.6% | +37.1% | -32.5% | +6.8% |
| 1Y | +1.2% | +49.5% | -48.3% | +4.0% |
| 3Y | +45.3% | +192.7% | -147.4% | +56.4% |
| All | +45.3% | +189.9% | -144.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling