+102.4%
STX vs JBL
+20.0%
+82.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.1% |
| 7D | +14.6% | +6.3% | +8.3% | +9.0% |
| 30D | -26.0% | -13.5% | -12.5% | -15.1% |
| 3M | -42.6% | -31.3% | -11.3% | -21.1% |
| 6M | -35.3% | -28.4% | -6.8% | -13.4% |
| YTD | +92.5% | +11.6% | +80.9% | +79.9% |
| 1Y | +102.4% | +26.1% | +76.3% | +64.4% |
| All | +102.4% | +20.0% | +82.4% | +64.4% |
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