+12,337.2%
SPGI vs JBL
+34,277.3%
-21,940.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.6% | -8.1% | +9.6% | +2.7% |
| 30D | +16.1% | -18.4% | +34.5% | +19.2% |
| 3M | +15.5% | -25.8% | +41.2% | +19.7% |
| 6M | +19.6% | -29.6% | +49.3% | +24.0% |
| YTD | -3.6% | +9.6% | -13.2% | -7.2% |
| 1Y | +2.2% | +14.1% | -11.8% | -2.3% |
| 3Y | +30.1% | +95.9% | -65.8% | +11.9% |
| 5Y | +14.9% | +298.3% | -283.4% | -12.0% |
| 10Y | +334.0% | +1,150.1% | -816.1% | +177.6% |
| All | +12,337.2% | +34,277.3% | -21,940.1% | +6,316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling