+465.1%
STM vs JBL
+1,148.2%
-683.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +2.1% |
| 7D | +12.0% | +6.3% | +5.7% | +7.5% |
| 30D | -0.4% | -13.5% | +13.1% | +10.4% |
| 3M | -13.2% | -31.3% | +18.2% | +11.3% |
| 6M | -26.1% | -28.4% | +2.4% | -7.3% |
| YTD | +81.2% | +11.6% | +69.6% | +67.9% |
| 1Y | +98.3% | +26.1% | +72.2% | +69.0% |
| 3Y | +16.7% | +97.4% | -80.6% | -32.0% |
| 5Y | -4.8% | +301.0% | -305.8% | -68.0% |
| All | +465.1% | +1,148.2% | -683.2% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling