-66.5%
STRL vs JBL
-28.9%
-37.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.3% | +8.4% |
| 7D | -13.3% | -5.2% | -8.2% | -6.1% |
| 30D | -43.3% | -17.5% | -25.8% | -29.0% |
| 3M | -46.9% | -26.0% | -20.9% | -26.4% |
| All | -66.5% | -28.9% | -37.7% | -50.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling