+115.3%
SPOT vs JBL
+409.3%
-294.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | -0.7% |
| 7D | -3.1% | +2.4% | -5.5% | -3.8% |
| 30D | +7.4% | -13.1% | +20.5% | +11.3% |
| 3M | +8.2% | -15.6% | +23.8% | +12.0% |
| 6M | +2.2% | +24.6% | -22.4% | -9.4% |
| YTD | -9.5% | +39.6% | -49.1% | -24.3% |
| 1Y | -23.8% | +48.6% | -72.5% | -38.7% |
| 3Y | +233.5% | +197.3% | +36.2% | +71.5% |
| All | +115.3% | +409.3% | -294.1% | -32.7% |
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