+2,133.0%
STRL vs JBL
+405.9%
+1,727.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +2.8% |
| 7D | +10.1% | +4.4% | +5.7% | +6.9% |
| 30D | -8.2% | -8.4% | +0.2% | -2.4% |
| 3M | -43.7% | -14.2% | -29.5% | -36.9% |
| 6M | +27.1% | +29.6% | -2.5% | +10.9% |
| YTD | +64.0% | +37.1% | +26.9% | +38.0% |
| 1Y | +75.2% | +49.5% | +25.7% | +40.5% |
| 3Y | +539.9% | +192.7% | +347.2% | +253.6% |
| 5Y | +2,133.0% | +411.3% | +1,721.6% | +772.8% |
| All | +2,133.0% | +405.9% | +1,727.1% | +772.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling