+0.6%
SWKS vs JBL
+87.5%
-86.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.8% |
| 7D | -6.2% | -12.3% | +6.2% | -1.5% |
| 30D | -1.5% | -20.2% | +18.7% | +6.7% |
| 3M | +23.0% | -30.6% | +53.6% | +39.6% |
| 6M | +27.6% | -35.8% | +63.4% | +49.2% |
| YTD | +32.3% | +4.9% | +27.4% | +23.2% |
| 1Y | +20.1% | +11.3% | +8.8% | +8.3% |
| 3Y | +0.6% | +89.1% | -88.5% | -34.3% |
| All | +0.6% | +87.5% | -86.8% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling