+31.0%
SWKS vs JBL
+1,439.8%
-1,408.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.5% |
| 7D | +11.8% | +4.4% | +7.4% | +9.2% |
| 30D | +6.7% | -8.4% | +15.2% | +11.3% |
| 3M | 0.0% | -14.2% | +14.2% | +7.6% |
| 6M | +38.7% | +29.6% | +9.1% | +15.3% |
| YTD | +21.4% | +37.1% | -15.7% | -4.0% |
| 1Y | +2.9% | +49.5% | -46.6% | -23.6% |
| 3Y | -16.4% | +192.7% | -209.1% | -62.4% |
| 5Y | -51.2% | +411.3% | -462.5% | -85.1% |
| 10Y | +31.0% | +1,447.6% | -1,416.6% | -80.4% |
| All | +31.0% | +1,439.8% | -1,408.7% | -80.4% |
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 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