+1,447.0%
JBL vs SBAC
+83.0%
+1,363.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | +0.1% | -2.2% |
| 7D | -1.0% | -5.3% | +4.3% | +0.1% |
| 30D | -15.1% | +0.4% | -15.5% | -15.2% |
| 3M | -14.0% | -11.9% | -2.2% | -12.0% |
| 6M | +20.6% | -4.5% | +25.1% | +20.2% |
| YTD | +32.9% | -4.3% | +37.2% | +32.0% |
| 1Y | +40.5% | -3.9% | +44.4% | +39.3% |
| 3Y | +183.7% | -11.0% | +194.7% | +177.2% |
| 5Y | +388.3% | -44.1% | +432.4% | +449.6% |
| All | +1,447.0% | +83.0% | +1,363.9% | +1,317.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling