+664.5%
STM vs JBL
+1,455.1%
-790.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +1.7% | +4.0% | -2.3% | -1.0% |
| 30D | -5.2% | -7.5% | +2.3% | -0.4% |
| 3M | -29.6% | -14.1% | -15.6% | -22.2% |
| 6M | +54.4% | +25.9% | +28.5% | +33.2% |
| YTD | +99.5% | +36.7% | +62.9% | +61.9% |
| 1Y | +100.8% | +49.0% | +51.8% | +51.0% |
| 3Y | +20.2% | +191.8% | -171.6% | -47.3% |
| 5Y | +21.1% | +409.8% | -388.6% | -65.2% |
| 10Y | +664.5% | +1,509.2% | -844.7% | +4.5% |
| All | +664.5% | +1,455.1% | -790.6% | +4.5% |
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