+282.9%
SPGI vs JBL
+1,558.3%
-1,275.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | -1.2% |
| 7D | -7.4% | +2.4% | -9.8% | -8.0% |
| 30D | +0.4% | -13.1% | +13.5% | +3.7% |
| 3M | +5.3% | -15.6% | +20.8% | +8.5% |
| 6M | +1.7% | +24.6% | -22.9% | -7.6% |
| YTD | -16.4% | +39.6% | -56.0% | -27.1% |
| 1Y | -20.5% | +48.6% | -69.1% | -32.8% |
| 3Y | +14.2% | +197.3% | -183.0% | -28.5% |
| 5Y | +0.6% | +413.0% | -412.4% | -50.6% |
| All | +282.9% | +1,558.3% | -1,275.5% | +17.8% |
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 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