+11,552.4%
SPGI vs JBL
+42,637.0%
-31,084.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +0.1% | +3.0% | -2.9% | -0.3% |
| 30D | +8.4% | -8.3% | +16.7% | +9.5% |
| 3M | +11.8% | -16.9% | +28.7% | +13.9% |
| 6M | +5.7% | +21.8% | -16.1% | +1.1% |
| YTD | -9.7% | +36.3% | -46.0% | -15.3% |
| 1Y | -12.5% | +49.5% | -62.0% | -19.5% |
| 3Y | +21.8% | +170.6% | -148.8% | +0.1% |
| 5Y | +8.2% | +408.4% | -400.2% | -19.7% |
| 10Y | +309.5% | +1,450.4% | -1,140.9% | +155.2% |
| All | +11,552.4% | +42,637.0% | -31,084.6% | +5,756.4% |
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