+338.3%
SU vs JBL
+409.3%
-71.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -1.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.7% |
| 30D | +8.4% | -13.1% | +21.6% | +11.1% |
| 3M | +12.1% | -15.6% | +27.7% | +15.0% |
| 6M | +19.7% | +24.6% | -4.9% | +11.2% |
| YTD | +58.4% | +39.6% | +18.8% | +42.6% |
| 1Y | +67.2% | +48.6% | +18.6% | +47.2% |
| 3Y | +125.0% | +197.3% | -72.2% | +53.7% |
| All | +338.3% | +409.3% | -71.0% | +130.6% |
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