+25.6%
SW vs JBL
+20.0%
+5.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -2.9% | +6.3% | -9.3% | -4.0% |
| 30D | +5.0% | -13.5% | +18.5% | +7.6% |
| 3M | -13.7% | -31.3% | +17.7% | -6.9% |
| 6M | +8.0% | -28.4% | +36.5% | +14.8% |
| YTD | +14.0% | +11.6% | +2.4% | +7.8% |
| 1Y | +25.6% | +26.1% | -0.5% | +10.7% |
| All | +25.6% | +20.0% | +5.6% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling