+150.5%
SPMO vs JBL
+409.3%
-258.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 6M | +25.5% | +24.6% | +0.9% | +16.4% |
| YTD | +24.8% | +39.6% | -14.8% | +11.2% |
| 1Y | +24.5% | +48.6% | -24.1% | +8.0% |
| 3Y | +157.1% | +197.3% | -40.1% | +71.3% |
| All | +150.5% | +409.3% | -258.8% | +27.5% |
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