-7.4%
SWKS vs JBL
-15.7%
+8.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.8% |
| 7D | +12.5% | +3.0% | +9.5% | +10.9% |
| 30D | +10.5% | -8.3% | +18.8% | +13.5% |
| 3M | -7.4% | -16.9% | +9.5% | +1.9% |
| All | -7.4% | -15.7% | +8.3% | +1.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling