+23.7%
JBL vs SBAC
+2.4%
+21.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.8% | -10.7% | -4.3% |
| 7D | -11.1% | +5.8% | -16.9% | -10.6% |
| 30D | -14.1% | +20.8% | -34.9% | -12.8% |
| 3M | -23.9% | +4.8% | -28.7% | -23.8% |
| 6M | -24.1% | -9.1% | -15.0% | -23.8% |
| YTD | +13.5% | +3.1% | +10.4% | +18.1% |
| 1Y | +23.7% | +2.2% | +21.5% | +28.9% |
| All | +23.7% | +2.4% | +21.4% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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