+338.6%
SPGI vs JBL
+1,199.1%
-860.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | -0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +15.3% | -17.0% | +32.3% | +19.9% |
| 3M | +16.5% | -27.4% | +43.9% | +24.5% |
| 6M | +19.8% | -29.1% | +48.9% | +26.9% |
| YTD | -3.2% | +13.6% | -16.9% | -12.2% |
| 1Y | +1.8% | +22.8% | -21.0% | -10.0% |
| 3Y | +30.6% | +103.0% | -72.4% | -8.1% |
| 5Y | +16.0% | +307.4% | -291.3% | -39.9% |
| 10Y | +338.6% | +1,173.9% | -835.3% | +46.9% |
| All | +338.6% | +1,199.1% | -860.5% | +46.9% |
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 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