+517.6%
SPMO vs JBL
+1,558.3%
-1,040.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.2% |
| 7D | -0.9% | +2.4% | -3.4% | -1.8% |
| 30D | -1.9% | -13.1% | +11.2% | +2.6% |
| 3M | -1.4% | -15.6% | +14.2% | +3.9% |
| 6M | +25.5% | +24.6% | +0.9% | +16.0% |
| YTD | +24.8% | +39.6% | -14.8% | +10.6% |
| 1Y | +24.5% | +48.6% | -24.1% | +7.4% |
| 3Y | +157.1% | +197.3% | -40.1% | +69.1% |
| 5Y | +149.5% | +413.0% | -263.5% | +32.0% |
| All | +517.6% | +1,558.3% | -1,040.7% | +127.8% |
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