+22.5%
STM vs JBL
+405.9%
-383.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | +5.2% | +4.4% | +0.8% | +2.4% |
| 30D | -7.4% | -8.4% | +1.1% | -2.3% |
| 3M | -30.6% | -14.2% | -16.5% | -23.7% |
| 6M | +66.4% | +29.6% | +36.8% | +43.5% |
| YTD | +101.1% | +37.1% | +64.1% | +66.6% |
| 1Y | +97.4% | +49.5% | +47.9% | +52.5% |
| 3Y | +21.1% | +192.7% | -171.5% | -43.9% |
| 5Y | +22.5% | +411.3% | -388.9% | -66.1% |
| All | +22.5% | +405.9% | -383.4% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling