+9,929.9%
STX vs JBL
+1,592.5%
+8,337.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.1% |
| 7D | +14.6% | +6.3% | +8.3% | +11.6% |
| 30D | -26.0% | -13.5% | -12.5% | -19.8% |
| 3M | -42.6% | -31.3% | -11.3% | -31.3% |
| 6M | -35.3% | -28.4% | -6.8% | -23.2% |
| YTD | +92.5% | +11.6% | +80.9% | +87.4% |
| 1Y | +102.4% | +26.1% | +76.3% | +86.6% |
| 3Y | +673.8% | +97.4% | +576.5% | +466.3% |
| 5Y | +463.1% | +301.0% | +162.1% | +196.3% |
| 10Y | +2,014.6% | +1,151.1% | +863.5% | +536.0% |
| All | +9,929.9% | +1,592.5% | +8,337.4% | +1,912.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling