+350.4%
STX vs JBL
+44.8%
+305.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -0.2% |
| 7D | +8.0% | -1.0% | +9.0% | +9.1% |
| 30D | +5.1% | -15.1% | +20.2% | +22.1% |
| 3M | +5.8% | -14.0% | +19.8% | +22.8% |
| 6M | +124.9% | +20.6% | +104.3% | +96.5% |
| YTD | +213.9% | +32.9% | +181.0% | +151.5% |
| 1Y | +350.4% | +40.5% | +309.9% | +239.7% |
| All | +350.4% | +44.8% | +305.6% | +239.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling