+7,285.0%
STRL vs JBL
+1,558.3%
+5,726.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.0% | +0.4% | +2.2% |
| 7D | +5.0% | +2.4% | +2.6% | +3.5% |
| 30D | -6.9% | -13.1% | +6.2% | +1.9% |
| 3M | -39.1% | -15.6% | -23.5% | -31.8% |
| 6M | +21.5% | +24.6% | -3.1% | +9.3% |
| YTD | +66.9% | +39.6% | +27.3% | +40.4% |
| 1Y | +61.6% | +48.6% | +13.0% | +31.7% |
| 3Y | +560.0% | +197.3% | +362.7% | +258.6% |
| 5Y | +2,238.9% | +413.0% | +1,825.9% | +812.0% |
| All | +7,285.0% | +1,558.3% | +5,726.6% | +1,701.3% |
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