+230.9%
SPOT vs JBL
+181.3%
+49.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | 0.0% |
| 7D | -6.9% | -1.0% | -5.8% | -6.8% |
| 30D | +4.1% | -15.1% | +19.2% | +5.7% |
| 3M | +3.7% | -14.0% | +17.7% | +4.6% |
| 6M | -1.6% | +20.6% | -22.2% | -6.7% |
| YTD | -10.2% | +32.9% | -43.1% | -16.9% |
| 1Y | -25.9% | +40.5% | -66.4% | -32.5% |
| All | +230.9% | +181.3% | +49.7% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling