+1,447.0%
JBL vs SAN
+347.0%
+1,100.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | -1.0% | -2.8% | +1.8% | +0.4% |
| 30D | -15.1% | -0.5% | -14.5% | -14.9% |
| 3M | -14.0% | +22.7% | -36.8% | -22.4% |
| 6M | +20.6% | +28.8% | -8.2% | +6.3% |
| YTD | +32.9% | +26.3% | +6.6% | +17.5% |
| 1Y | +40.5% | +48.8% | -8.3% | +14.6% |
| 3Y | +183.7% | +347.2% | -163.5% | +30.9% |
| 5Y | +388.3% | +383.8% | +4.6% | +106.9% |
| All | +1,447.0% | +347.0% | +1,100.0% | +530.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling