+907.2%
STRL vs JBL
+299.1%
+608.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.3% | +10.8% |
| 7D | -13.3% | -5.2% | -8.2% | -8.4% |
| 30D | -43.3% | -17.5% | -25.8% | -33.5% |
| 3M | -46.9% | -26.0% | -20.9% | -32.9% |
| 6M | -65.6% | -28.9% | -36.7% | -54.8% |
| YTD | -5.1% | +10.8% | -15.9% | -5.6% |
| 1Y | -23.1% | +18.3% | -41.4% | -26.4% |
| 3Y | +346.8% | +102.2% | +244.6% | +214.6% |
| 5Y | +907.2% | +303.2% | +604.0% | +358.5% |
| All | +907.2% | +299.1% | +608.0% | +358.5% |
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