+730.4%
SW vs JBL
+1,882.1%
-1,151.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.1% | -0.6% |
| 7D | +4.7% | -17.9% | +22.5% | +6.8% |
| 30D | +5.0% | -23.6% | +28.6% | +7.9% |
| 3M | -7.3% | -30.2% | +22.9% | -4.1% |
| 6M | +15.0% | -29.9% | +44.9% | +18.7% |
| YTD | +18.5% | +3.7% | +14.8% | +17.2% |
| 1Y | +27.1% | +8.5% | +18.7% | +25.1% |
| 3Y | +49.3% | +85.1% | -35.8% | +38.0% |
| 5Y | -1.6% | +267.8% | -269.4% | -14.6% |
| 10Y | +185.4% | +1,135.9% | -950.5% | +127.6% |
| All | +730.4% | +1,882.1% | -1,151.7% | +596.4% |
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