+32.4%
SWKS vs JBL
+1,188.5%
-1,156.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.9% | -2.3% |
| 7D | -2.7% | -5.2% | +2.4% | -0.3% |
| 30D | +8.5% | -17.5% | +26.0% | +19.3% |
| 3M | +17.3% | -26.0% | +43.3% | +35.0% |
| 6M | +25.1% | -28.9% | +54.0% | +46.8% |
| YTD | +33.3% | +10.8% | +22.5% | +16.7% |
| 1Y | +22.9% | +18.3% | +4.6% | +2.8% |
| 3Y | +5.5% | +102.2% | -96.7% | -40.8% |
| 5Y | -41.9% | +303.2% | -345.1% | -80.0% |
| 10Y | +32.4% | +1,152.0% | -1,119.6% | -76.1% |
| All | +32.4% | +1,188.5% | -1,156.0% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling