+539.9%
STRL vs JBL
+189.9%
+350.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +2.8% |
| 7D | +10.1% | +4.4% | +5.7% | +6.6% |
| 30D | -8.2% | -8.4% | +0.2% | -1.9% |
| 3M | -43.7% | -14.2% | -29.5% | -36.5% |
| 6M | +27.1% | +29.6% | -2.5% | +9.7% |
| YTD | +64.0% | +37.1% | +26.9% | +36.3% |
| 1Y | +75.2% | +49.5% | +25.7% | +38.3% |
| 3Y | +539.9% | +192.7% | +347.2% | +282.2% |
| All | +539.9% | +189.9% | +350.0% | +282.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling