+41,936.4%
JBL vs SAN
+2,271.6%
+39,664.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +3.0% | +1.8% | +1.3% | +2.1% |
| 30D | -8.3% | +2.0% | -10.2% | -9.2% |
| 3M | -16.9% | +19.7% | -36.6% | -24.2% |
| 6M | +21.8% | +30.6% | -8.9% | +6.2% |
| YTD | +36.3% | +28.8% | +7.5% | +18.9% |
| 1Y | +49.5% | +57.8% | -8.3% | +17.7% |
| 3Y | +170.6% | +338.1% | -167.5% | +23.5% |
| 5Y | +408.4% | +384.2% | +24.2% | +110.8% |
| 10Y | +1,450.4% | +353.1% | +1,097.2% | +511.5% |
| All | +41,936.4% | +2,271.6% | +39,664.9% | +6,952.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling