+57.9%
SO vs JBL
+410.1%
-352.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | 0.0% | +4.0% | -4.0% | +0.1% |
| 30D | -2.5% | -7.5% | +5.0% | -2.6% |
| 3M | -4.2% | -14.1% | +9.9% | -4.3% |
| 6M | -7.7% | +25.9% | -33.5% | -7.6% |
| YTD | +3.8% | +36.7% | -32.9% | +3.8% |
| 1Y | +0.1% | +49.0% | -48.9% | +0.1% |
| 3Y | +44.2% | +191.8% | -147.6% | +40.8% |
| 5Y | +57.9% | +409.8% | -351.9% | +41.8% |
| All | +57.9% | +410.1% | -352.2% | +41.8% |
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 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 · 6 months rolling