+49.5%
JBL vs SAN
+58.9%
-9.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +3.0% | +1.8% | +1.3% | +1.9% |
| 30D | -8.3% | +2.0% | -10.2% | -9.3% |
| 3M | -16.9% | +19.7% | -36.6% | -25.5% |
| 6M | +21.8% | +30.6% | -8.9% | +3.0% |
| YTD | +36.3% | +28.8% | +7.5% | +13.5% |
| 1Y | +49.5% | +57.8% | -8.3% | +10.8% |
| All | +49.5% | +58.9% | -9.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling