+98.3%
STM vs JBL
+20.0%
+78.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +2.2% |
| 7D | +12.0% | +6.3% | +5.7% | +7.0% |
| 30D | -0.4% | -13.5% | +13.1% | +11.2% |
| 3M | -13.2% | -31.3% | +18.2% | +13.6% |
| 6M | -26.1% | -28.4% | +2.4% | -5.9% |
| YTD | +81.2% | +11.6% | +69.6% | +80.6% |
| 1Y | +98.3% | +26.1% | +72.2% | +83.5% |
| All | +98.3% | +20.0% | +78.3% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling