+343.3%
SPGI vs JBL
+1,148.2%
-804.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | +1.2% | +6.3% | -5.1% | -0.3% |
| 30D | +15.9% | -13.5% | +29.4% | +19.4% |
| 3M | +12.3% | -31.3% | +43.6% | +21.6% |
| 6M | +23.7% | -28.4% | +52.1% | +30.6% |
| YTD | -3.5% | +11.6% | -15.1% | -12.1% |
| 1Y | +0.4% | +26.1% | -25.7% | -12.0% |
| 3Y | +29.9% | +97.4% | -67.5% | -7.9% |
| 5Y | +15.2% | +301.0% | -285.8% | -40.1% |
| All | +343.3% | +1,148.2% | -804.9% | +49.1% |
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