+100.8%
STM vs JBL
+49.3%
+51.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +1.7% | +4.0% | -2.3% | -0.9% |
| 30D | -5.2% | -7.5% | +2.3% | -0.5% |
| 3M | -29.6% | -14.1% | -15.6% | -22.8% |
| 6M | +54.4% | +25.9% | +28.5% | +43.4% |
| YTD | +99.5% | +36.7% | +62.9% | +80.7% |
| 1Y | +100.8% | +49.0% | +51.8% | +76.8% |
| All | +100.8% | +49.3% | +51.5% | +76.8% |
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