+191.0%
JBL vs SBAC
-8.7%
+199.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | -7.5% | +3.9% | -11.3% | -7.2% |
| 3M | -14.1% | -8.2% | -5.9% | -14.2% |
| 6M | +25.9% | -2.8% | +28.7% | +26.5% |
| YTD | +36.7% | -1.5% | +38.2% | +37.4% |
| 1Y | +49.0% | 0.0% | +49.0% | +50.0% |
| All | +191.0% | -8.7% | +199.7% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling