+13.5%
STM vs JBL
+100.3%
-86.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.1% | +3.3% |
| 7D | -5.6% | -5.2% | -0.4% | -2.0% |
| 30D | -14.4% | -17.5% | +3.1% | -3.7% |
| 3M | -20.5% | -26.0% | +5.5% | -5.3% |
| 6M | -24.5% | -28.9% | +4.3% | -7.3% |
| YTD | +72.7% | +10.8% | +61.8% | +67.5% |
| 1Y | +91.0% | +18.3% | +72.7% | +78.5% |
| 3Y | +13.5% | +102.2% | -88.7% | -22.0% |
| All | +13.5% | +100.3% | -86.8% | -22.0% |
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