+77.7%
SPY vs JBL
+100.1%
-22.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +2.6% | +6.3% | -3.7% | +1.3% |
| 30D | -2.0% | -13.5% | +11.5% | +0.7% |
| 3M | -2.8% | -31.3% | +28.6% | +4.3% |
| 6M | +2.1% | -28.4% | +30.6% | +8.0% |
| YTD | +11.5% | +11.6% | -0.1% | +5.9% |
| 1Y | +13.5% | +26.1% | -12.7% | +4.6% |
| 3Y | +77.7% | +97.4% | -19.7% | +43.4% |
| All | +77.7% | +100.1% | -22.4% | +43.4% |
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