+40.5%
JBL vs SBAC
-2.7%
+43.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | +0.1% | -3.1% |
| 7D | -1.0% | -5.3% | +4.3% | -1.7% |
| 30D | -15.1% | +0.4% | -15.5% | -15.0% |
| 3M | -14.0% | -11.9% | -2.2% | -14.5% |
| 6M | +20.6% | -4.5% | +25.1% | +21.9% |
| YTD | +32.9% | -4.3% | +37.2% | +35.1% |
| 1Y | +40.5% | -3.9% | +44.4% | +44.9% |
| All | +40.5% | -2.7% | +43.2% | +44.9% |
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