+5.1%
SPGI vs JBL
+405.9%
-400.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -2.5% | +4.4% | -6.9% | -3.0% |
| 30D | +5.4% | -8.4% | +13.9% | +6.4% |
| 3M | +9.0% | -14.2% | +23.2% | +10.5% |
| 6M | +0.8% | +29.6% | -28.8% | -6.1% |
| YTD | -12.6% | +37.1% | -49.6% | -19.8% |
| 1Y | -16.1% | +49.5% | -65.6% | -25.0% |
| 3Y | +19.0% | +192.7% | -173.7% | -15.3% |
| 5Y | +5.1% | +411.3% | -406.3% | -41.5% |
| All | +5.1% | +405.9% | -400.8% | -41.5% |
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