+12,942.2%
STRL vs JBL
+35,672.7%
-22,730.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +23.4% | +10.0% | +13.4% | +21.5% |
| 30D | -39.5% | -18.2% | -21.3% | -37.0% |
| 3M | -45.1% | -29.0% | -16.1% | -41.3% |
| 6M | -64.6% | -25.9% | -38.7% | -62.2% |
| YTD | -1.5% | +14.1% | -15.6% | -1.4% |
| 1Y | -20.8% | +21.7% | -42.4% | -21.4% |
| 3Y | +353.1% | +103.8% | +249.3% | +318.9% |
| 5Y | +942.9% | +310.0% | +632.9% | +774.9% |
| 10Y | +3,847.6% | +1,179.2% | +2,668.5% | +2,800.8% |
| All | +12,942.2% | +35,672.7% | -22,730.5% | +7,874.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling