+3,667.9%
STRL vs JBL
+1,148.2%
+2,519.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.6% |
| 7D | +15.7% | +6.3% | +9.3% | +11.5% |
| 30D | -35.5% | -13.5% | -22.0% | -27.8% |
| 3M | -47.1% | -31.3% | -15.8% | -31.4% |
| 6M | -65.8% | -28.4% | -37.3% | -56.3% |
| YTD | -4.5% | +11.6% | -16.1% | -5.7% |
| 1Y | -10.5% | +26.1% | -36.6% | -17.8% |
| 3Y | +340.6% | +97.4% | +243.3% | +213.2% |
| 5Y | +911.0% | +301.0% | +610.0% | +366.8% |
| All | +3,667.9% | +1,148.2% | +2,519.7% | +970.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling