+101.8%
JBL vs SBAC
-7.9%
+109.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.3% |
| 7D | +10.0% | -2.7% | +12.7% | +9.7% |
| 30D | -18.2% | +3.3% | -21.5% | -17.9% |
| 3M | -29.0% | +3.3% | -32.3% | -28.8% |
| 6M | -25.9% | -10.9% | -14.9% | -26.3% |
| YTD | +14.1% | -1.0% | +15.1% | +14.9% |
| 1Y | +21.7% | -4.5% | +26.1% | +22.0% |
| All | +101.8% | -7.9% | +109.7% | +106.8% |
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