+1.8%
SPGI vs JBL
+19.5%
-17.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | +0.9% |
| 7D | -1.4% | +0.1% | -1.5% | -1.3% |
| 30D | +15.3% | -17.0% | +32.3% | +12.6% |
| 3M | +16.5% | -27.4% | +43.9% | +11.9% |
| 6M | +19.8% | -29.1% | +48.9% | +15.1% |
| YTD | -3.2% | +13.6% | -16.9% | -4.8% |
| 1Y | +1.8% | +22.8% | -21.0% | +0.2% |
| All | +1.8% | +19.5% | -17.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling