+1,376.8%
STX vs JBL
+189.2%
+1,187.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +9.6% | +4.0% | +5.6% | +7.1% |
| 30D | +10.6% | -7.5% | +18.1% | +16.2% |
| 3M | +4.8% | -14.1% | +18.8% | +15.8% |
| 6M | +137.3% | +25.9% | +111.4% | +116.6% |
| YTD | +222.5% | +36.7% | +185.8% | +183.4% |
| 1Y | +366.2% | +49.0% | +317.2% | +295.1% |
| All | +1,376.8% | +189.2% | +1,187.6% | +890.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling