+48.3%
SRE vs JBL
+390.6%
-342.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -1.7% | -15.1% | +13.3% | -0.2% |
| 3M | -7.1% | -14.0% | +7.0% | -6.0% |
| 6M | -8.4% | +20.6% | -29.0% | -11.2% |
| YTD | -3.5% | +32.9% | -36.4% | -7.7% |
| 1Y | +5.4% | +40.5% | -35.1% | -0.2% |
| 3Y | +29.5% | +183.7% | -154.2% | +9.9% |
| 5Y | +48.3% | +388.3% | -340.0% | +10.1% |
| All | +48.3% | +390.6% | -342.3% | +10.1% |
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