+20,937.4%
STRL vs JBL
+42,637.0%
-21,699.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.2% | +5.5% |
| 7D | +3.4% | +3.0% | +0.4% | +2.9% |
| 30D | -9.2% | -8.3% | -1.0% | -7.8% |
| 3M | -51.0% | -16.9% | -34.1% | -49.2% |
| 6M | +15.8% | +21.8% | -6.0% | +13.5% |
| YTD | +58.9% | +36.3% | +22.6% | +53.1% |
| 1Y | +68.5% | +49.5% | +19.0% | +60.6% |
| 3Y | +485.2% | +170.6% | +314.6% | +412.5% |
| 5Y | +2,005.1% | +408.4% | +1,596.7% | +1,591.0% |
| 10Y | +7,118.0% | +1,450.4% | +5,667.6% | +4,997.3% |
| All | +20,937.4% | +42,637.0% | -21,699.6% | +12,285.6% |
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