+252.8%
SPOT vs JBL
+1,085.1%
-832.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | -0.9% |
| 7D | -3.1% | +2.4% | -5.5% | -3.9% |
| 30D | +7.4% | -13.1% | +20.5% | +11.7% |
| 3M | +8.2% | -15.6% | +23.8% | +12.2% |
| 6M | +2.2% | +24.6% | -22.4% | -9.3% |
| YTD | -9.5% | +39.6% | -49.1% | -24.0% |
| 1Y | -23.8% | +48.6% | -72.5% | -38.3% |
| 3Y | +233.5% | +197.3% | +36.2% | +87.6% |
| 5Y | +112.2% | +413.0% | -300.8% | -8.7% |
| All | +252.8% | +1,085.1% | -832.3% | -0.3% |
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