+21.7%
STM vs JBL
+181.2%
-159.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | +5.8% | +3.0% | +2.8% | +4.0% |
| 30D | -1.0% | -8.3% | +7.3% | +3.7% |
| 3M | -33.3% | -16.9% | -16.4% | -26.0% |
| 6M | +57.4% | +21.8% | +35.6% | +44.8% |
| YTD | +102.2% | +36.3% | +65.9% | +75.5% |
| 1Y | +99.6% | +49.5% | +50.1% | +63.7% |
| All | +21.7% | +181.2% | -159.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling