+3,343.4%
STX vs JBL
+1,558.3%
+1,785.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.0% | -8.8% | -6.5% |
| 7D | -2.3% | +2.4% | -4.7% | -3.7% |
| 30D | -5.5% | -13.1% | +7.6% | +2.1% |
| 3M | -4.3% | -15.6% | +11.3% | +5.8% |
| 6M | +115.6% | +24.6% | +91.0% | +96.0% |
| YTD | +202.2% | +39.6% | +162.6% | +159.5% |
| 1Y | +325.3% | +48.6% | +276.7% | +254.8% |
| 3Y | +1,283.9% | +197.3% | +1,086.7% | +683.1% |
| 5Y | +1,048.3% | +413.0% | +635.3% | +386.9% |
| All | +3,343.4% | +1,558.3% | +1,785.1% | +797.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling