+575.8%
SPMO vs JBL
+1,397.6%
-821.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.7% | +4.0% | -1.3% | +1.4% |
| 30D | +1.1% | -7.5% | +8.6% | +3.4% |
| 3M | +2.0% | -14.1% | +16.1% | +6.7% |
| 6M | +26.5% | +25.9% | +0.7% | +17.3% |
| YTD | +26.5% | +36.7% | -10.1% | +13.8% |
| 1Y | +27.9% | +49.0% | -21.1% | +11.3% |
| 3Y | +160.4% | +191.8% | -31.4% | +77.4% |
| 5Y | +151.5% | +409.8% | -258.3% | +40.1% |
| 10Y | +526.3% | +1,509.2% | -982.9% | +156.3% |
| All | +575.8% | +1,397.6% | -821.7% | +176.1% |
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