+382,443.6%
SU vs JBL
+43,670.5%
+338,773.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.9% |
| 7D | +2.2% | +2.4% | -0.2% | +1.9% |
| 30D | +8.4% | -13.1% | +21.6% | +10.4% |
| 3M | +12.1% | -15.6% | +27.7% | +14.2% |
| 6M | +19.7% | +24.6% | -4.9% | +14.5% |
| YTD | +58.4% | +39.6% | +18.8% | +48.8% |
| 1Y | +67.2% | +48.6% | +18.6% | +55.2% |
| 3Y | +125.0% | +197.3% | -72.2% | +85.3% |
| 5Y | +355.1% | +413.0% | -57.9% | +245.1% |
| 10Y | +263.7% | +1,543.9% | -1,280.2% | +138.2% |
| All | +382,443.6% | +43,670.5% | +338,773.1% | +302,353.8% |
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 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