+1,102.0%
STX vs JBL
+411.7%
+690.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.1% |
| 7D | +10.7% | +4.4% | +6.3% | +7.9% |
| 30D | +11.3% | -8.4% | +19.7% | +17.8% |
| 3M | +3.2% | -14.2% | +17.4% | +14.7% |
| 6M | +157.0% | +29.6% | +127.4% | +127.3% |
| YTD | +229.2% | +37.1% | +192.1% | +182.4% |
| 1Y | +381.8% | +49.5% | +332.4% | +295.5% |
| 3Y | +1,383.2% | +192.7% | +1,190.5% | +704.8% |
| All | +1,102.0% | +411.7% | +690.3% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling