+1,535.1%
SRE vs JBL
+4,897.6%
-3,362.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.4% | +4.4% | -3.0% | +0.9% |
| 30D | +1.9% | -8.4% | +10.3% | +2.9% |
| 3M | -3.3% | -14.2% | +10.9% | -1.9% |
| 6M | -6.4% | +29.6% | -36.0% | -10.2% |
| YTD | -1.8% | +37.1% | -38.9% | -6.6% |
| 1Y | +10.7% | +49.5% | -38.7% | +3.9% |
| 3Y | +31.8% | +192.7% | -160.9% | +11.5% |
| 5Y | +49.2% | +411.3% | -362.1% | +16.4% |
| 10Y | +118.5% | +1,447.6% | -1,329.1% | +46.5% |
| All | +1,535.1% | +4,897.6% | -3,362.5% | +801.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling