+21.5%
SW vs JBL
-25.0%
+46.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.8% | +8.9% | +4.7% |
| 7D | +12.1% | -11.1% | +23.2% | +13.9% |
| 30D | +6.6% | -14.1% | +20.6% | +9.0% |
| 3M | -6.0% | -23.9% | +17.9% | -1.8% |
| 6M | +21.5% | -24.1% | +45.6% | +26.3% |
| All | +21.5% | -25.0% | +46.5% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling