-25.9%
STRL vs JBL
+20.8%
-46.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.8% | -16.6% | -16.4% |
| 7D | -27.1% | -11.1% | -15.9% | -16.7% |
| 30D | -45.8% | -14.1% | -31.7% | -35.8% |
| 3M | -47.6% | -23.9% | -23.7% | -30.8% |
| 6M | -46.4% | -24.1% | -22.3% | -28.5% |
| YTD | -7.4% | +13.5% | -20.8% | -15.8% |
| 1Y | -25.9% | +23.7% | -49.6% | -39.4% |
| All | -25.9% | +20.8% | -46.7% | -39.4% |
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