-10.5%
STRL vs JBL
+20.0%
-30.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -0.7% |
| 7D | +15.7% | +6.3% | +9.3% | +8.9% |
| 30D | -35.5% | -13.5% | -22.0% | -23.7% |
| 3M | -47.1% | -31.3% | -15.8% | -22.3% |
| 6M | -65.8% | -28.4% | -37.3% | -51.5% |
| YTD | -4.5% | +11.6% | -16.1% | -5.6% |
| 1Y | -10.5% | +26.1% | -36.6% | -20.2% |
| All | -10.5% | +20.0% | -30.5% | -20.2% |
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