+10,374.7%
STX vs JBL
+1,623.4%
+8,751.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.6% | +6.4% | +8.3% |
| 7D | -1.0% | +0.1% | -1.1% | -0.3% |
| 30D | -26.8% | -17.0% | -9.7% | -19.2% |
| 3M | -32.7% | -27.4% | -5.3% | -21.5% |
| 6M | -33.7% | -29.1% | -4.7% | -21.1% |
| YTD | +101.0% | +13.6% | +87.4% | +94.0% |
| 1Y | +92.7% | +22.8% | +69.9% | +79.8% |
| 3Y | +708.7% | +103.0% | +605.7% | +484.1% |
| 5Y | +504.0% | +307.4% | +196.6% | +215.5% |
| 10Y | +2,108.4% | +1,173.9% | +934.4% | +558.5% |
| All | +10,374.7% | +1,623.4% | +8,751.3% | +1,983.2% |
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