-53.0%
SWKS vs JBL
+405.9%
-459.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 3M | -7.4% | -16.9% | +9.5% | +0.4% |
| 6M | +32.7% | +21.8% | +10.9% | +16.8% |
| YTD | +19.2% | +36.3% | -17.1% | -2.4% |
| 1Y | +2.4% | +49.5% | -47.1% | -21.0% |
| 3Y | -25.6% | +170.6% | -196.2% | -62.2% |
| All | -53.0% | +405.9% | -459.0% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling