-22.9%
SPOT vs JBL
+52.3%
-75.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.0% |
| 7D | -0.9% | +3.0% | -4.0% | -0.7% |
| 30D | +12.5% | -8.3% | +20.7% | +11.6% |
| 3M | +9.9% | -16.9% | +26.8% | +9.2% |
| 6M | +1.6% | +21.8% | -20.2% | +0.7% |
| YTD | -6.6% | +36.3% | -42.9% | -8.2% |
| 1Y | -22.9% | +49.5% | -72.4% | -24.5% |
| All | -22.9% | +52.3% | -75.3% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling